{smcl}
{txt}{sf}{ul off}{.-}
      name:  {res}<unnamed>
       {txt}log:  {res}D:\Asymmetric Loss Project\New Version (2012)\Data Folder\policy priorities.restricted alternative EIP models.01-09-13.smcl
  {txt}log type:  {res}smcl
 {txt}opened on:  {res}10 Jan 2013, 08:56:36
{txt}
{com}. 
. 
. 
. * OPEN "BASE 'PURSE STRINGS'" DATA SET
.   
. use "D:\Asymmetric Loss Project\New Version (2012)\Data Folder\policy priorities.02-01-12.dta", clear
{txt}
{com}.   
. 
.   
. 
. ****************************************************************************************************************************************
. ***************************************************************************************************************************************
. 
. ******* EIP MODEL: MODEL 4 (RESTRICTED MODEL REPORTED IN SUPPLEMENTARY APPENDIX: TIMEWISE DUMMY FIXED EFFECTS IN EIP MODEL ARE OMITTED) ********
. 
. *** NOTE: THE 'RESTRICTED' EIP MODEL ONLY CONTAINS AGENCY-LEVEL (CROSS-SECTIONAL) FIXED EFFECTS *** 
. 
. ***************************************************************************************************************************************
. ***************************************************************************************************************************************
. ***************************************************************************************************************************************
. ***************************************************************************************************************************************
. 
. 
. 
. 
. **** FIRST-STAGE ESTIMATION: OBTAINING EXTERNALLY-INDUCED BUDGETARY PREFERENCE (EIP) PROPOSAL MODEL ESTIMATES *****
. 
. 
. set more off 
{txt}
{com}. 
. 
. xtset agencycode fiscalyear, yearly
{res}{txt}{col 8}panel variable:  {res}agencycode (strongly balanced)
{txt}{col 9}time variable:  {res}{col 25}fiscalyear, 1960 to 2009
{txt}{col 17}delta:  {res}1 year
{txt}
{com}. 
. * eststo clear
. 
. 
. 
. ** MODEL 2 (REPORTED IN THE SUPPLEMENTARY APPENDIX): (USE FOLLOWING 'AGENCY-IDEOLOGY' ADJUSTED COVARIATES: HDEMPCTAI, SDEMPCTAI, ASCIHA, & ASCTHA INTERACTION TERMS FROM SCP PROPOSAL MODEL SPECIFICATION)
. 
. 
. xtreg prgrowth hdempctai sdempctai congelyr cpartmajchangecorrected asctha asciha lagbudgetgap ueratepres lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp, fe cluster(agencycode)

{txt}Fixed-effects (within) regression               Number of obs      = {res}     1282
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2477                         {txt}Obs per group: min = {res}       18
{txt}       between = {res}0.0248                                        {txt}avg = {res}     40.1
{txt}       overall = {res}0.1994                                        {txt}max = {res}       47

{col 49}{help j_robustsingular##|_new:F(12,31)}{col 68}{txt}={col 70}{res}        .
{txt}corr(u_i, Xb)  = {res}-0.4356                        {txt}Prob > F           =    {res}     .

{txt}{ralign 89:(Std. Err. adjusted for {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}{col 37}    Robust
{col 1}               prgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      t{col 57}   P>|t|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 14}hdempctai {c |}{col 25}{res}{space 2} .0259231{col 37}{space 2} .2837827{col 48}{space 1}    0.09{col 57}{space 3}0.928{col 65}{space 4}-.5528555{col 78}{space 3} .6047018
{txt}{space 14}sdempctai {c |}{col 25}{res}{space 2}  .244401{col 37}{space 2}  .276904{col 48}{space 1}    0.88{col 57}{space 3}0.384{col 65}{space 4}-.3203485{col 78}{space 3} .8091505
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2} 6.633937{col 37}{space 2} 2.552695{col 48}{space 1}    2.60{col 57}{space 3}0.014{col 65}{space 4} 1.427682{col 78}{space 3} 11.84019
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2}-3.097499{col 37}{space 2} 1.952469{col 48}{space 1}   -1.59{col 57}{space 3}0.123{col 65}{space 4}-7.079585{col 78}{space 3} .8845873
{txt}{space 17}asctha {c |}{col 25}{res}{space 2}-.7131201{col 37}{space 2} .4746373{col 48}{space 1}   -1.50{col 57}{space 3}0.143{col 65}{space 4}-1.681149{col 78}{space 3}  .254909
{txt}{space 17}asciha {c |}{col 25}{res}{space 2} 5.232963{col 37}{space 2} 7.280262{col 48}{space 1}    0.72{col 57}{space 3}0.478{col 65}{space 4}-9.615229{col 78}{space 3} 20.08116
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2} .4238223{col 37}{space 2}  .077737{col 48}{space 1}    5.45{col 57}{space 3}0.000{col 65}{space 4} .2652766{col 78}{space 3} .5823679
{txt}{space 13}ueratepres {c |}{col 25}{res}{space 2} .2559829{col 37}{space 2} 1.396081{col 48}{space 1}    0.18{col 57}{space 3}0.856{col 65}{space 4}-2.591342{col 78}{space 3} 3.103308
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2}  1.82656{col 37}{space 2}  1.04394{col 48}{space 1}    1.75{col 57}{space 3}0.090{col 65}{space 4}-.3025692{col 78}{space 3} 3.955689
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2}-5.166989{col 37}{space 2} 1.495372{col 48}{space 1}   -3.46{col 57}{space 3}0.002{col 65}{space 4}-8.216819{col 78}{space 3}-2.117158
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2}-3.476975{col 37}{space 2}  2.41644{col 48}{space 1}   -1.44{col 57}{space 3}0.160{col 65}{space 4}-8.405336{col 78}{space 3} 1.451387
{txt}{space 20}grh {c |}{col 25}{res}{space 2}-3.016334{col 37}{space 2} 2.512237{col 48}{space 1}   -1.20{col 57}{space 3}0.239{col 65}{space 4}-8.140075{col 78}{space 3} 2.107408
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2}  -2.5075{col 37}{space 2} 2.175053{col 48}{space 1}   -1.15{col 57}{space 3}0.258{col 65}{space 4}-6.943549{col 78}{space 3} 1.928549
{txt}{space 18}_cons {c |}{col 25}{res}{space 2} 6.428677{col 37}{space 2} 8.142789{col 48}{space 1}    0.79{col 57}{space 3}0.436{col 65}{space 4}-10.17865{col 78}{space 3}   23.036
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res} 12.950749
                {txt}sigma_e {c |} {res} 43.014685
                    {txt}rho {c |} {res} .08311355{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}.                 
.                 
. 
. * OBTAIN THE EXTERNALLY-INDUCED BUDEGTARY PREFERENCE (EIP) PROPOSAL MODEL ESTIMATES BY COMPUTING THE PREDICTED VALUES OF THE DEPENDENT VARIABLE FROM THE PRECEDING REGRESSION MODEL *
. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1282{col 25}-6800.924{col 37}-6618.471{col 48}   12{col 57} 13260.94{col 69} 13322.82
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. predict eip, xbu
{txt}(318 missing values generated)

{com}. 
. 
. 
. 
. ***************************************************************************************************************************************
. 
. ***************************************************************************************************************************************
. 
. ***************************************************************************************************************************************
. 
. 
. **** SECOND-STAGE ESTIMATION: OBTAINING GENERALIZED PROPOSAL (GP) MODEL ESTIMATES *****
. 
. 
. 
. 
. **** EQUATION (2.1): EXCESS FUNDINGS BIAS EQUATION ANALYSIS *****
. 
. 
. * The xtset needs to be cleared in order to make the bootstrap process work with the cluster() and idcluster()
. 
. xtset, clear
{txt}
{com}. bootstrap _b, reps(10008) bca seed(123) nodots cluster(agencycode) idcluster(newagencycode): regress prgrowth eip presparty libagency modagency partymod partylib
{res}
{txt}Linear regression{col 49}Number of obs{col 68}= {res}     1282
{txt}{col 49}Replications{col 68}= {res}    10000
{txt}{col 49}Wald chi2({res}6{txt}){col 68}= {res}    41.09
{txt}{col 49}Prob > chi2{col 68}= {res}   0.0000
{txt}{col 49}R-squared{col 68}= {res}   0.2532
{txt}{col 49}Adj R-squared{col 68}= {res}   0.2497
{txt}{col 49}Root MSE{col 68}= {res}  42.3513

{txt}{ralign 78:(Replications based on {res:32} clusters in agencycode)}
{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}   Observed{col 26}   Bootstrap{col 54}         Norm{col 67}al-based
{col 1}    prgrowth{col 14}{c |}      Coef.{col 26}   Std. Err.{col 38}      z{col 46}   P>|z|{col 54}     [95% Con{col 67}f. Interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 9}eip {c |}{col 14}{res}{space 2} .9984402{col 26}{space 2} .1850013{col 37}{space 1}    5.40{col 46}{space 3}0.000{col 54}{space 4} .6358443{col 67}{space 3} 1.361036
{txt}{space 3}presparty {c |}{col 14}{res}{space 2} 3.088386{col 26}{space 2} 2.810081{col 37}{space 1}    1.10{col 46}{space 3}0.272{col 54}{space 4}-2.419272{col 67}{space 3} 8.596045
{txt}{space 3}libagency {c |}{col 14}{res}{space 2}-.2481173{col 26}{space 2} 1.508353{col 37}{space 1}   -0.16{col 46}{space 3}0.869{col 54}{space 4}-3.204434{col 67}{space 3}   2.7082
{txt}{space 3}modagency {c |}{col 14}{res}{space 2}  1.07625{col 26}{space 2} 1.225156{col 37}{space 1}    0.88{col 46}{space 3}0.380{col 54}{space 4}-1.325012{col 67}{space 3} 3.477512
{txt}{space 4}partymod {c |}{col 14}{res}{space 2}-3.899491{col 26}{space 2} 3.674409{col 37}{space 1}   -1.06{col 46}{space 3}0.289{col 54}{space 4} -11.1012{col 67}{space 3} 3.302218
{txt}{space 4}partylib {c |}{col 14}{res}{space 2}  .645352{col 26}{space 2} 4.885226{col 37}{space 1}    0.13{col 46}{space 3}0.895{col 54}{space 4}-8.929515{col 67}{space 3} 10.22022
{txt}{space 7}_cons {c |}{col 14}{res}{space 2}-.7724383{col 26}{space 2} 1.122947{col 37}{space 1}   -0.69{col 46}{space 3}0.492{col 54}{space 4}-2.973375{col 67}{space 3} 1.428498
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{p 0 6 0 79}Note: one or more parameters could not be estimated in 8 bootstrap replicates; standard-error estimates include only complete replications.{p_end}

{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1282{col 25}-6805.073{col 37}-6617.941{col 48}    7{col 57} 13249.88{col 69} 13285.97
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. predict bstrapeq2, xb
{txt}(318 missing values generated)

{com}. 
. xtile bootmedcons1=_b[_cons], nquantiles(2)
{txt}
{com}. xtile bootmedeip=_b[eip], nquantiles(2)
{txt}
{com}. xtile bootmedparty=_b[presparty], nquantiles(2)
{txt}
{com}. xtile bootmedlibagency=_b[libagency], nquantiles(2)
{txt}
{com}. xtile bootmedmodagency=_b[modagency], nquantiles(2)
{txt}
{com}. xtile bootmedpartymod=_b[partymod], nquantiles(2)
{txt}
{com}. xtile bootmedpartylib=_b[partylib], nquantiles(2)
{txt}
{com}. 
. 
. * Now we have to Reset the Panel Data Declaration
. 
. xtset agencycode fiscalyear, yearly
{res}{txt}{col 8}panel variable:  {res}agencycode (strongly balanced)
{txt}{col 9}time variable:  {res}{col 25}fiscalyear, 1960 to 2009
{txt}{col 17}delta:  {res}1 year
{txt}
{com}. 
. 
. * Generating Predicted Values of the Observed Proposal (OP)
. 
. gen predreq1=bootmedcons1+bootmedeip*eip+bootmedparty*presparty+bootmedlibagency*libagency+bootmedmodagency*modagency+bootmedpartymod*partymod+bootmedpartylib*partylib
{txt}(318 missing values generated)

{com}. 
. 
. * Generating the Residuals from Stage 1
. 
. gen residstage1=prgrowth-predreq1
{txt}(318 missing values generated)

{com}. gen absresidstage1=abs(residstage1)
{txt}(318 missing values generated)

{com}. 
. 
. 
. *************************************************************************************************************************************
. * EQUATION (2.2) -- FIRST-STAGE ARCH(j) MODEL ESTIMATES: j=1, j=2, j=3, & j=4 (ANALYSIS FROM 1 TO 4 LAGS ON THE ARCH TERMS) *
. *************************************************************************************************************************************
. 
. xtreg absresidstage1 l.absresidstage1, fe

{txt}Fixed-effects (within) regression               Number of obs      = {res}     1241
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.1425                         {txt}Obs per group: min = {res}       17
{txt}       between = {res}0.9929                                        {txt}avg = {res}     38.8
{txt}       overall = {res}0.2197                                        {txt}max = {res}       46

                                                {txt}F({res}1{txt},{res}1208{txt})          = {res}   200.70
{txt}corr(u_i, Xb)  = {res}0.3835                         {txt}Prob > F           =    {res}0.0000

{txt}{hline 15}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}absresidstage1{col 16}{c |}      Coef.{col 28}   Std. Err.{col 40}      t{col 48}   P>|t|{col 56}     [95% Con{col 69}f. Interval]
{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
absresidstage1 {c |}
{space 11}L1. {c |}{col 16}{res}{space 2} .3658595{col 28}{space 2} .0258252{col 39}{space 1}   14.17{col 48}{space 3}0.000{col 56}{space 4} .3151923{col 69}{space 3} .4165266
{txt}{space 14} {c |}
{space 9}_cons {c |}{col 16}{res}{space 2} 11.76985{col 28}{space 2} 1.036032{col 39}{space 1}   11.36{col 48}{space 3}0.000{col 56}{space 4} 9.737227{col 69}{space 3} 13.80247
{txt}{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
       sigma_u {c |} {res} 8.7241668
       {txt}sigma_e {c |} {res} 31.803319
           {txt}rho {c |} {res} .06998321{txt}   (fraction of variance due to u_i)
{hline 15}{c BT}{hline 64}
F test that all u_i=0:     F({res}31{txt}, {res}1208{txt}) = {res}    2.52            {txt}Prob > F = {res}0.0000
{txt}
{com}. predict absresid1stpred1, xbu
{txt}(359 missing values generated)

{com}. estat ic 

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1241{col 25}-6132.877{col 37}-6037.507{col 48}    2{col 57} 12079.01{col 69} 12089.26
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. *
. 
. xtreg absresidstage1 l(1/2).absresidstage1, fe

{txt}Fixed-effects (within) regression               Number of obs      = {res}     1202
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.1574                         {txt}Obs per group: min = {res}       16
{txt}       between = {res}0.9959                                        {txt}avg = {res}     37.6
{txt}       overall = {res}0.2428                                        {txt}max = {res}       45

                                                {txt}F({res}2{txt},{res}1168{txt})          = {res}   109.08
{txt}corr(u_i, Xb)  = {res}0.4118                         {txt}Prob > F           =    {res}0.0000

{txt}{hline 15}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}absresidstage1{col 16}{c |}      Coef.{col 28}   Std. Err.{col 40}      t{col 48}   P>|t|{col 56}     [95% Con{col 69}f. Interval]
{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
absresidstage1 {c |}
{space 11}L1. {c |}{col 16}{res}{space 2} .3616817{col 28}{space 2} .0289888{col 39}{space 1}   12.48{col 48}{space 3}0.000{col 56}{space 4} .3048059{col 69}{space 3} .4185576
{txt}{space 11}L2. {c |}{col 16}{res}{space 2} .0720614{col 28}{space 2} .0283635{col 39}{space 1}    2.54{col 48}{space 3}0.011{col 56}{space 4} .0164122{col 69}{space 3} .1277105
{txt}{space 14} {c |}
{space 9}_cons {c |}{col 16}{res}{space 2} 10.63085{col 28}{space 2} 1.106788{col 39}{space 1}    9.61{col 48}{space 3}0.000{col 56}{space 4} 8.459337{col 69}{space 3} 12.80237
{txt}{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
       sigma_u {c |} {res} 8.2866646
       {txt}sigma_e {c |} {res} 31.807208
           {txt}rho {c |} {res} .06356061{txt}   (fraction of variance due to u_i)
{hline 15}{c BT}{hline 64}
F test that all u_i=0:     F({res}31{txt}, {res}1168{txt}) = {res}    2.03            {txt}Prob > F = {res}0.0007
{txt}
{com}. predict absresid1stpred2, xbu
{txt}(398 missing values generated)

{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1202{col 25}-5949.785{col 37} -5846.87{col 48}    3{col 57} 11699.74{col 69} 11715.02
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. *
. 
. xtreg absresidstage1 l(1/3).absresidstage1, fe

{txt}Fixed-effects (within) regression               Number of obs      = {res}     1163
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.1670                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.9956                                        {txt}avg = {res}     36.3
{txt}       overall = {res}0.2463                                        {txt}max = {res}       44

                                                {txt}F({res}3{txt},{res}1128{txt})          = {res}    75.39
{txt}corr(u_i, Xb)  = {res}0.3927                         {txt}Prob > F           =    {res}0.0000

{txt}{hline 15}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}absresidstage1{col 16}{c |}      Coef.{col 28}   Std. Err.{col 40}      t{col 48}   P>|t|{col 56}     [95% Con{col 69}f. Interval]
{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
absresidstage1 {c |}
{space 11}L1. {c |}{col 16}{res}{space 2}  .388314{col 28}{space 2}  .029156{col 39}{space 1}   13.32{col 48}{space 3}0.000{col 56}{space 4} .3311079{col 69}{space 3} .4455201
{txt}{space 11}L2. {c |}{col 16}{res}{space 2} .0355754{col 28}{space 2} .0309919{col 39}{space 1}    1.15{col 48}{space 3}0.251{col 56}{space 4}-.0252328{col 69}{space 3} .0963836
{txt}{space 11}L3. {c |}{col 16}{res}{space 2}-.0082056{col 28}{space 2} .0281891{col 39}{space 1}   -0.29{col 48}{space 3}0.771{col 56}{space 4}-.0635146{col 69}{space 3} .0471035
{txt}{space 14} {c |}
{space 9}_cons {c |}{col 16}{res}{space 2}  10.8666{col 28}{space 2} 1.154301{col 39}{space 1}    9.41{col 48}{space 3}0.000{col 56}{space 4}  8.60178{col 69}{space 3} 13.13142
{txt}{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
       sigma_u {c |} {res} 8.0645001
       {txt}sigma_e {c |} {res} 31.455731
           {txt}rho {c |} {res} .06167493{txt}   (fraction of variance due to u_i)
{hline 15}{c BT}{hline 64}
F test that all u_i=0:     F({res}31{txt}, {res}1128{txt}) = {res}    1.76            {txt}Prob > F = {res}0.0064
{txt}
{com}. predict absresid1stpred3, xbu
{txt}(437 missing values generated)

{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1163{col 25}-5749.421{col 37}-5643.157{col 48}    4{col 57} 11294.31{col 69} 11314.55
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. *
. 
. xtreg absresidstage1 l(1/4).absresidstage1, fe

{txt}Fixed-effects (within) regression               Number of obs      = {res}     1124
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.1858                         {txt}Obs per group: min = {res}       14
{txt}       between = {res}0.9785                                        {txt}avg = {res}     35.1
{txt}       overall = {res}0.2571                                        {txt}max = {res}       43

                                                {txt}F({res}4{txt},{res}1088{txt})          = {res}    62.06
{txt}corr(u_i, Xb)  = {res}0.3570                         {txt}Prob > F           =    {res}0.0000

{txt}{hline 15}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}absresidstage1{col 16}{c |}      Coef.{col 28}   Std. Err.{col 40}      t{col 48}   P>|t|{col 56}     [95% Con{col 69}f. Interval]
{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
absresidstage1 {c |}
{space 11}L1. {c |}{col 16}{res}{space 2}  .389924{col 28}{space 2} .0285245{col 39}{space 1}   13.67{col 48}{space 3}0.000{col 56}{space 4} .3339547{col 69}{space 3} .4458933
{txt}{space 11}L2. {c |}{col 16}{res}{space 2}  .044527{col 28}{space 2} .0302735{col 39}{space 1}    1.47{col 48}{space 3}0.142{col 56}{space 4} -.014874{col 69}{space 3}  .103928
{txt}{space 11}L3. {c |}{col 16}{res}{space 2} .0055661{col 28}{space 2} .0295924{col 39}{space 1}    0.19{col 48}{space 3}0.851{col 56}{space 4}-.0524985{col 69}{space 3} .0636307
{txt}{space 11}L4. {c |}{col 16}{res}{space 2}-.0396606{col 28}{space 2} .0271274{col 39}{space 1}   -1.46{col 48}{space 3}0.144{col 56}{space 4}-.0928886{col 69}{space 3} .0135673
{txt}{space 14} {c |}
{space 9}_cons {c |}{col 16}{res}{space 2} 10.86141{col 28}{space 2} 1.154591{col 39}{space 1}    9.41{col 48}{space 3}0.000{col 56}{space 4} 8.595937{col 69}{space 3} 13.12689
{txt}{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
       sigma_u {c |} {res} 7.7596633
       {txt}sigma_e {c |} {res} 29.875927
           {txt}rho {c |} {res} .06319629{txt}   (fraction of variance due to u_i)
{hline 15}{c BT}{hline 64}
F test that all u_i=0:     F({res}31{txt}, {res}1088{txt}) = {res}    1.69            {txt}Prob > F = {res}0.0110
{txt}
{com}. predict absresid1stpred4, xbu
{txt}(476 missing values generated)

{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1124{col 25}-5510.373{col 37} -5394.88{col 48}    5{col 57} 10799.76{col 69} 10824.88
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. *
. 
. 
. 
. correlate absresid1stpred1 absresid1stpred2 absresid1stpred3 absresid1stpred4 
{txt}(obs=1124)

             {c |} absre~d1 absres~2 absres~3 absres~4
{hline 13}{c +}{hline 36}
absresid1s~1 {c |}{res}   1.0000
{txt}absresid1s~2 {c |}{res}   0.9925   1.0000
{txt}absresid1s~3 {c |}{res}   0.9963   0.9955   1.0000
{txt}absresid1s~4 {c |}{res}   0.9880   0.9896   0.9935   1.0000

{txt}
{com}. 
. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * BASE SUBSEQUENT ANALYSIS ON ARCH(1)RESIDUAL PROCESS OBTAINED IN EQUATION (2.2) SINCE IT IS BEST FIT TO DATA AND HIGHLY CORRELATED WITH HIGHER-ORDER ARCH PROCESSES *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. 
. *The result from the above list of procedures is that we will use a single lag for the model to bootstrap
. 
. * Bootstrapped ARCH model using the asbsolute values of the residuals from the preceding procedure *
. 
. xtset agencycode fiscalyear, yearly
{res}{txt}{col 8}panel variable:  {res}agencycode (strongly balanced)
{txt}{col 9}time variable:  {res}{col 25}fiscalyear, 1960 to 2009
{txt}{col 17}delta:  {res}1 year
{txt}
{com}. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * EQUATION (2.3): ESTIMATE "FINAL" FIRST-STAGE ARCH(1) RESIDUAL ANALYSIS *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. gen lagabsresidstage1=l.absresidstage1
{txt}(343 missing values generated)

{com}. bootstrap _b, reps(10003) bca seed(123) nodots saving(eq3boot, replace): xtreg absresidstage1 lagabsresidstage1, fe
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1241
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.1425                         {txt}Obs per group: min = {res}       17
{txt}       between = {res}0.9929                                        {txt}avg = {res}     38.8
{txt}       overall = {res}0.2197                                        {txt}max = {res}       46

                                                {txt}Wald chi2({res}1{txt})       = {res}    24.58
{txt}corr(u_i, Xb)  = {res}0.3835                         {txt}Prob > chi2        =    {res}0.0000

{txt}{ralign 83:(Replications based on clustering on agencycode)}
{hline 18}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 19}{c |}   Observed{col 31}   Bootstrap{col 59}         Norm{col 72}al-based
{col 1}   absresidstage1{col 19}{c |}      Coef.{col 31}   Std. Err.{col 43}      z{col 51}   P>|z|{col 59}     [95% Con{col 72}f. Interval]
{hline 18}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
lagabsresidstage1 {c |}{col 19}{res}{space 2} .3658595{col 31}{space 2} .0737916{col 42}{space 1}    4.96{col 51}{space 3}0.000{col 59}{space 4} .2212306{col 72}{space 3} .5104883
{txt}{space 12}_cons {c |}{col 19}{res}{space 2} 11.76985{col 31}{space 2} 1.501722{col 42}{space 1}    7.84{col 51}{space 3}0.000{col 59}{space 4} 8.826527{col 72}{space 3} 14.71317
{txt}{hline 18}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
          sigma_u {c |} {res} 8.7241668
          {txt}sigma_e {c |} {res} 31.803319
              {txt}rho {c |} {res} .06998321{txt}   (fraction of variance due to u_i)
{hline 18}{c BT}{hline 64}

{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1241{col 25}-6132.877{col 37}-6037.507{col 48}    2{col 57} 12079.01{col 69} 12089.26
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. predict bstrapeq3, xbu
{txt}(359 missing values generated)

{com}. 
. xtile bootmedcons2=_b[_cons], nquantiles(2)
{txt}
{com}. xtile bootmedlagabsresid2=_b[lagabsresidstage1], nquantiles(2)
{txt}
{com}. 
. gen cfesdhat1=bootmedcons2+bootmedlagabsresid2*lagabsresidstage1
{txt}(343 missing values generated)

{com}.  
. gen cfesd1party=cfesdhat1*presparty
{txt}(343 missing values generated)

{com}. gen cfesd1modagency=cfesdhat1*modagency
{txt}(343 missing values generated)

{com}. gen cfesd1libagency=cfesdhat1*libagency
{txt}(343 missing values generated)

{com}. gen cfesd1partymodag=cfesdhat1*modagency*presparty
{txt}(343 missing values generated)

{com}. gen cfesd1partylibag=cfesdhat1*libagency*presparty
{txt}(343 missing values generated)

{com}. 
. regress prgrowth eip presparty libagency modagency partymod partylib ///
>         cfesdhat1 cfesd1party cfesd1modagency cfesd1libagency cfesd1partymodag cfesd1partylibag

      {txt}Source {c |}       SS       df       MS              Number of obs ={res}    1241
{txt}{hline 13}{char +}{hline 30}           F( 12,  1228) ={res}   23.76
    {txt}   Model {char |} {res} 474957.809    12  39579.8174           {txt}Prob > F      = {res} 0.0000
    {txt}Residual {char |} {res} 2045980.31  1228  1666.10774           {txt}R-squared     = {res} 0.1884
{txt}{hline 13}{char +}{hline 30}           Adj R-squared = {res} 0.1805
    {txt}   Total {char |} {res} 2520938.12  1240  2033.01461           {txt}Root MSE      = {res} 40.818

{txt}{hline 17}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}        prgrowth{col 18}{c |}      Coef.{col 30}   Std. Err.{col 42}      t{col 50}   P>|t|{col 58}     [95% Con{col 71}f. Interval]
{hline 17}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 13}eip {c |}{col 18}{res}{space 2} .8421005{col 30}{space 2} .0569564{col 41}{space 1}   14.79{col 50}{space 3}0.000{col 58}{space 4} .7303579{col 71}{space 3} .9538432
{txt}{space 7}presparty {c |}{col 18}{res}{space 2} 2.909794{col 30}{space 2} 5.154576{col 41}{space 1}    0.56{col 50}{space 3}0.573{col 58}{space 4}-7.202957{col 71}{space 3} 13.02254
{txt}{space 7}libagency {c |}{col 18}{res}{space 2}-6.516494{col 30}{space 2} 3.909666{col 41}{space 1}   -1.67{col 50}{space 3}0.096{col 58}{space 4}-14.18686{col 71}{space 3} 1.153871
{txt}{space 7}modagency {c |}{col 18}{res}{space 2} -1.56731{col 30}{space 2} 3.853818{col 41}{space 1}   -0.41{col 50}{space 3}0.684{col 58}{space 4}-9.128106{col 71}{space 3} 5.993487
{txt}{space 8}partymod {c |}{col 18}{res}{space 2}-10.59231{col 30}{space 2} 7.115087{col 41}{space 1}   -1.49{col 50}{space 3}0.137{col 58}{space 4}-24.55138{col 71}{space 3} 3.366765
{txt}{space 8}partylib {c |}{col 18}{res}{space 2}-4.680313{col 30}{space 2} 8.350646{col 41}{space 1}   -0.56{col 50}{space 3}0.575{col 58}{space 4}-21.06343{col 71}{space 3}  11.7028
{txt}{space 7}cfesdhat1 {c |}{col 18}{res}{space 2}-.1284156{col 30}{space 2}  .046764{col 41}{space 1}   -2.75{col 50}{space 3}0.006{col 58}{space 4}-.2201617{col 71}{space 3}-.0366694
{txt}{space 5}cfesd1party {c |}{col 18}{res}{space 2} .0429318{col 30}{space 2} .1758804{col 41}{space 1}    0.24{col 50}{space 3}0.807{col 58}{space 4}-.3021274{col 71}{space 3} .3879911
{txt}{space 1}cfesd1modagency {c |}{col 18}{res}{space 2} .1361209{col 30}{space 2} .1305705{col 41}{space 1}    1.04{col 50}{space 3}0.297{col 58}{space 4}-.1200451{col 71}{space 3} .3922869
{txt}{space 1}cfesd1libagency {c |}{col 18}{res}{space 2} .2445289{col 30}{space 2} .0693159{col 41}{space 1}    3.53{col 50}{space 3}0.000{col 58}{space 4} .1085381{col 71}{space 3} .3805197
{txt}cfesd1partymodag {c |}{col 18}{res}{space 2} .2481757{col 30}{space 2}  .243757{col 41}{space 1}    1.02{col 50}{space 3}0.309{col 58}{space 4}-.2300506{col 71}{space 3}  .726402
{txt}cfesd1partylibag {c |}{col 18}{res}{space 2} .4624608{col 30}{space 2} .2814555{col 41}{space 1}    1.64{col 50}{space 3}0.101{col 58}{space 4}-.0897262{col 71}{space 3} 1.014648
{txt}{space 11}_cons {c |}{col 18}{res}{space 2} 1.719493{col 30}{space 2} 2.401632{col 41}{space 1}    0.72{col 50}{space 3}0.474{col 58}{space 4}-2.992263{col 71}{space 3} 6.431249
{txt}{hline 17}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * EQUATION (2.4): FIRST-STAGE GENERALIZED PROPOSAL MODEL ESTIMATES *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. xtset, clear
{txt}
{com}. 
. bootstrap _b, reps(10010) bca seed(123) nodots cluster(agencycode) idcluster(new2agencycode) saving(cfesregboot, replace): ///
>         regress prgrowth eip presparty libagency modagency partymod partylib cfesdhat1 cfesd1party ///
>         cfesd1modagency cfesd1libagency cfesd1partymodag cfesd1partylibag
{res}
{txt}Linear regression{col 49}Number of obs{col 68}= {res}     1241
{txt}{col 49}Replications{col 68}= {res}    15386
{txt}{col 49}Wald chi2({res}12{txt}){col 68}= {res}    37.91
{txt}{col 49}Prob > chi2{col 68}= {res}   0.0002
{txt}{col 49}R-squared{col 68}= {res}   0.1884
{txt}{col 49}Adj R-squared{col 68}= {res}   0.1805
{txt}{col 49}Root MSE{col 68}= {res}  40.8180

{txt}{ralign 82:(Replications based on {res:32} clusters in agencycode)}
{hline 17}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 18}{c |}   Observed{col 30}   Bootstrap{col 58}         Norm{col 71}al-based
{col 1}        prgrowth{col 18}{c |}      Coef.{col 30}   Std. Err.{col 42}      z{col 50}   P>|z|{col 58}     [95% Con{col 71}f. Interval]
{hline 17}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 13}eip {c |}{col 18}{res}{space 2} .8421005{col 30}{space 2} .2240385{col 41}{space 1}    3.76{col 50}{space 3}0.000{col 58}{space 4} .4029932{col 71}{space 3} 1.281208
{txt}{space 7}presparty {c |}{col 18}{res}{space 2} 2.909794{col 30}{space 2} 5.486113{col 41}{space 1}    0.53{col 50}{space 3}0.596{col 58}{space 4} -7.84279{col 71}{space 3} 13.66238
{txt}{space 7}libagency {c |}{col 18}{res}{space 2}-6.516494{col 30}{space 2} 4.789942{col 41}{space 1}   -1.36{col 50}{space 3}0.174{col 58}{space 4}-15.90461{col 71}{space 3}  2.87162
{txt}{space 7}modagency {c |}{col 18}{res}{space 2} -1.56731{col 30}{space 2} 3.824841{col 41}{space 1}   -0.41{col 50}{space 3}0.682{col 58}{space 4}-9.063861{col 71}{space 3} 5.929242
{txt}{space 8}partymod {c |}{col 18}{res}{space 2}-10.59231{col 30}{space 2} 6.363148{col 41}{space 1}   -1.66{col 50}{space 3}0.096{col 58}{space 4}-23.06385{col 71}{space 3} 1.879233
{txt}{space 8}partylib {c |}{col 18}{res}{space 2}-4.680313{col 30}{space 2} 10.25275{col 41}{space 1}   -0.46{col 50}{space 3}0.648{col 58}{space 4}-24.77534{col 71}{space 3} 15.41471
{txt}{space 7}cfesdhat1 {c |}{col 18}{res}{space 2}-.1284156{col 30}{space 2}  .149418{col 41}{space 1}   -0.86{col 50}{space 3}0.390{col 58}{space 4}-.4212694{col 71}{space 3} .1644383
{txt}{space 5}cfesd1party {c |}{col 18}{res}{space 2} .0429318{col 30}{space 2} .2822899{col 41}{space 1}    0.15{col 50}{space 3}0.879{col 58}{space 4}-.5103462{col 71}{space 3} .5962099
{txt}{space 1}cfesd1modagency {c |}{col 18}{res}{space 2} .1361209{col 30}{space 2} .1608066{col 41}{space 1}    0.85{col 50}{space 3}0.397{col 58}{space 4}-.1790542{col 71}{space 3}  .451296
{txt}{space 1}cfesd1libagency {c |}{col 18}{res}{space 2} .2445289{col 30}{space 2} .1811428{col 41}{space 1}    1.35{col 50}{space 3}0.177{col 58}{space 4}-.1105044{col 71}{space 3} .5995622
{txt}cfesd1partymodag {c |}{col 18}{res}{space 2} .2481757{col 30}{space 2} .3389464{col 41}{space 1}    0.73{col 50}{space 3}0.464{col 58}{space 4} -.416147{col 71}{space 3} .9124984
{txt}cfesd1partylibag {c |}{col 18}{res}{space 2} .4624608{col 30}{space 2} .4678451{col 41}{space 1}    0.99{col 50}{space 3}0.323{col 58}{space 4}-.4544988{col 71}{space 3}  1.37942
{txt}{space 11}_cons {c |}{col 18}{res}{space 2} 1.719493{col 30}{space 2}  3.70166{col 41}{space 1}    0.46{col 50}{space 3}0.642{col 58}{space 4}-5.535628{col 71}{space 3} 8.974614
{txt}{hline 17}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{p 0 6 0 79}Note: one or more parameters could not be estimated in 20 bootstrap replicates; standard-error estimates include only complete replications.{p_end}

{com}. 
.     estat ic 

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1241{col 25}-6486.922{col 37} -6357.39{col 48}   13{col 57} 12740.78{col 69} 12807.39
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}.         
.         predict bstrapeq4, xb
{txt}(359 missing values generated)

{com}. 
. xtile bootmedcons3=_b[_cons], nquantiles(2)
{txt}
{com}. xtile bootmedeip3=_b[eip], nquantiles(2)
{txt}
{com}. xtile bootmedparty3=_b[presparty], nquantiles(2) 
{txt}
{com}. xtile bootmedlibagency3=_b[libagency], nquantiles(2)
{txt}
{com}. xtile bootmedmodagency3=_b[modagency], nquantiles(2)
{txt}
{com}. xtile bootmedpartymod3=_b[partymod], nquantiles(2)
{txt}
{com}. xtile bootmedpartylib3=_b[partylib], nquantiles(2)
{txt}
{com}. xtile bootmedcfesd3=_b[cfesdhat1],  nquantiles(2)
{txt}
{com}. xtile bootmedcfesdparty3=_b[cfesd1party],  nquantiles(2)
{txt}
{com}. xtile bootmedcfesdma3=_b[cfesd1modagency],  nquantiles(2)
{txt}
{com}. xtile bootmedcfesdla3=_b[cfesd1libagency],  nquantiles(2)
{txt}
{com}. xtile bootmedcfesdpma3=_b[cfesd1partymodag],  nquantiles(2)
{txt}
{com}. xtile bootmedcfesdpla3=_b[cfesd1partylibag], nquantiles(2)
{txt}
{com}. 
. xtset agencycode fiscalyear, yearly
{res}{txt}{col 8}panel variable:  {res}agencycode (strongly balanced)
{txt}{col 9}time variable:  {res}{col 25}fiscalyear, 1960 to 2009
{txt}{col 17}delta:  {res}1 year
{txt}
{com}. 
. generate predvalstage2= bootmedcons3 + bootmedparty3*presparty + bootmedeip3*eip + ///
>         bootmedlibagency3*libagency + bootmedmodagency3*modagency + bootmedpartymod3*partymod + bootmedpartylib3*partylib + ///
>         bootmedcfesd3*cfesdhat1+ bootmedcfesdparty3*cfesd1party + bootmedcfesdma3*cfesd1modagency + ///
>         bootmedcfesdla3*cfesd1libagency + bootmedcfesdpma3*cfesd1partymodag + bootmedcfesdpla3*cfesd1partylibag
{txt}(359 missing values generated)

{com}. 
.         
. *generate residuals and absolute residuals from the prior procedures 
. 
. gen residstage2 = prgrowth-predvalstage2
{txt}(359 missing values generated)

{com}. 
. gen absresidstage2 = abs(residstage2)
{txt}(359 missing values generated)

{com}. 
. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * Testing the Residual Process from SECOND-STAGE ARCH(j) Analysis (ANALYSIS FROM 1 TO 4 LAGS ON THE ARCH TERMS) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. xtreg absresidstage2 l(1/1).absresidstage2, fe

{txt}Fixed-effects (within) regression               Number of obs      = {res}     1202
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2262                         {txt}Obs per group: min = {res}       16
{txt}       between = {res}0.9886                                        {txt}avg = {res}     37.6
{txt}       overall = {res}0.3032                                        {txt}max = {res}       45

                                                {txt}F({res}1{txt},{res}1169{txt})          = {res}   341.71
{txt}corr(u_i, Xb)  = {res}0.3749                         {txt}Prob > F           =    {res}0.0000

{txt}{hline 15}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}absresidstage2{col 16}{c |}      Coef.{col 28}   Std. Err.{col 40}      t{col 48}   P>|t|{col 56}     [95% Con{col 69}f. Interval]
{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
absresidstage2 {c |}
{space 11}L1. {c |}{col 16}{res}{space 2} .4599907{col 28}{space 2} .0248842{col 39}{space 1}   18.49{col 48}{space 3}0.000{col 56}{space 4} .4111681{col 69}{space 3} .5088133
{txt}{space 14} {c |}
{space 9}_cons {c |}{col 16}{res}{space 2} 24.75091{col 28}{space 2} 2.239495{col 39}{space 1}   11.05{col 48}{space 3}0.000{col 56}{space 4} 20.35703{col 69}{space 3} 29.14479
{txt}{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
       sigma_u {c |} {res} 16.365009
       {txt}sigma_e {c |} {res} 65.281203
           {txt}rho {c |} {res} .05912717{txt}   (fraction of variance due to u_i)
{hline 15}{c BT}{hline 64}
F test that all u_i=0:     F({res}31{txt}, {res}1169{txt}) = {res}    1.90            {txt}Prob > F = {res}0.0022
{txt}
{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1202{col 25}-6865.749{col 37}-6711.636{col 48}    2{col 57} 13427.27{col 69} 13437.46
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. predict absresid2ndpred1, xbu
{txt}(398 missing values generated)

{com}. *
. 
. xtreg absresidstage2 l(1/2).absresidstage2, fe

{txt}Fixed-effects (within) regression               Number of obs      = {res}     1163
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2291                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.9946                                        {txt}avg = {res}     36.3
{txt}       overall = {res}0.3074                                        {txt}max = {res}       44

                                                {txt}F({res}2{txt},{res}1129{txt})          = {res}   167.77
{txt}corr(u_i, Xb)  = {res}0.3816                         {txt}Prob > F           =    {res}0.0000

{txt}{hline 15}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}absresidstage2{col 16}{c |}      Coef.{col 28}   Std. Err.{col 40}      t{col 48}   P>|t|{col 56}     [95% Con{col 69}f. Interval]
{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
absresidstage2 {c |}
{space 11}L1. {c |}{col 16}{res}{space 2} .4742375{col 28}{space 2} .0294547{col 39}{space 1}   16.10{col 48}{space 3}0.000{col 56}{space 4} .4164454{col 69}{space 3} .5320296
{txt}{space 11}L2. {c |}{col 16}{res}{space 2} .0034079{col 28}{space 2} .0284219{col 39}{space 1}    0.12{col 48}{space 3}0.905{col 56}{space 4}-.0523578{col 69}{space 3} .0591737
{txt}{space 14} {c |}
{space 9}_cons {c |}{col 16}{res}{space 2} 24.10075{col 28}{space 2} 2.397406{col 39}{space 1}   10.05{col 48}{space 3}0.000{col 56}{space 4} 19.39688{col 69}{space 3} 28.80463
{txt}{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
       sigma_u {c |} {res} 16.456479
       {txt}sigma_e {c |} {res} 65.386862
           {txt}rho {c |} {res} .05956894{txt}   (fraction of variance due to u_i)
{hline 15}{c BT}{hline 64}
F test that all u_i=0:     F({res}31{txt}, {res}1129{txt}) = {res}    1.70            {txt}Prob > F = {res}0.0098
{txt}
{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1163{col 25}-6645.996{col 37}-6494.686{col 48}    3{col 57} 12995.37{col 69} 13010.55
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. predict absresid2ndpred2, xbu
{txt}(437 missing values generated)

{com}. *
. 
. xtreg absresidstage2 l(1/3).absresidstage2, fe

{txt}Fixed-effects (within) regression               Number of obs      = {res}     1124
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2386                         {txt}Obs per group: min = {res}       14
{txt}       between = {res}0.9914                                        {txt}avg = {res}     35.1
{txt}       overall = {res}0.3169                                        {txt}max = {res}       43

                                                {txt}F({res}3{txt},{res}1089{txt})          = {res}   113.74
{txt}corr(u_i, Xb)  = {res}0.3880                         {txt}Prob > F           =    {res}0.0000

{txt}{hline 15}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}absresidstage2{col 16}{c |}      Coef.{col 28}   Std. Err.{col 40}      t{col 48}   P>|t|{col 56}     [95% Con{col 69}f. Interval]
{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
absresidstage2 {c |}
{space 11}L1. {c |}{col 16}{res}{space 2} .4809771{col 28}{space 2} .0299505{col 39}{space 1}   16.06{col 48}{space 3}0.000{col 56}{space 4} .4222099{col 69}{space 3} .5397443
{txt}{space 11}L2. {c |}{col 16}{res}{space 2} .0048781{col 28}{space 2} .0329209{col 39}{space 1}    0.15{col 48}{space 3}0.882{col 56}{space 4}-.0597174{col 69}{space 3} .0694737
{txt}{space 11}L3. {c |}{col 16}{res}{space 2} .0148324{col 28}{space 2} .0287992{col 39}{space 1}    0.52{col 48}{space 3}0.607{col 56}{space 4}-.0416758{col 69}{space 3} .0713405
{txt}{space 14} {c |}
{space 9}_cons {c |}{col 16}{res}{space 2} 22.71978{col 28}{space 2} 2.540076{col 39}{space 1}    8.94{col 48}{space 3}0.000{col 56}{space 4} 17.73579{col 69}{space 3} 27.70378
{txt}{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
       sigma_u {c |} {res} 15.192575
       {txt}sigma_e {c |} {res} 65.437057
           {txt}rho {c |} {res} .05114633{txt}   (fraction of variance due to u_i)
{hline 15}{c BT}{hline 64}
F test that all u_i=0:     F({res}31{txt}, {res}1089{txt}) = {res}    1.34            {txt}Prob > F = {res}0.1016
{txt}
{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1124{col 25}-6429.832{col 37}-6276.652{col 48}    4{col 57}  12561.3{col 69}  12581.4
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. predict absresid2ndpred3, xbu
{txt}(476 missing values generated)

{com}. *
. 
. xtreg absresidstage2 l(1/4).absresidstage2, fe

{txt}Fixed-effects (within) regression               Number of obs      = {res}     1085
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2561                         {txt}Obs per group: min = {res}       13
{txt}       between = {res}0.9785                                        {txt}avg = {res}     33.9
{txt}       overall = {res}0.3216                                        {txt}max = {res}       42

                                                {txt}F({res}4{txt},{res}1049{txt})          = {res}    90.26
{txt}corr(u_i, Xb)  = {res}0.3233                         {txt}Prob > F           =    {res}0.0000

{txt}{hline 15}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}absresidstage2{col 16}{c |}      Coef.{col 28}   Std. Err.{col 40}      t{col 48}   P>|t|{col 56}     [95% Con{col 69}f. Interval]
{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
absresidstage2 {c |}
{space 11}L1. {c |}{col 16}{res}{space 2} .4878198{col 28}{space 2} .0291683{col 39}{space 1}   16.72{col 48}{space 3}0.000{col 56}{space 4} .4305849{col 69}{space 3} .5450546
{txt}{space 11}L2. {c |}{col 16}{res}{space 2}-.0107767{col 28}{space 2} .0321405{col 39}{space 1}   -0.34{col 48}{space 3}0.737{col 56}{space 4}-.0738437{col 69}{space 3} .0522903
{txt}{space 11}L3. {c |}{col 16}{res}{space 2} .0319482{col 28}{space 2} .0317181{col 39}{space 1}    1.01{col 48}{space 3}0.314{col 56}{space 4}-.0302901{col 69}{space 3} .0941864
{txt}{space 11}L4. {c |}{col 16}{res}{space 2}-.0896891{col 28}{space 2} .0283187{col 39}{space 1}   -3.17{col 48}{space 3}0.002{col 56}{space 4}-.1452568{col 69}{space 3}-.0341213
{txt}{space 14} {c |}
{space 9}_cons {c |}{col 16}{res}{space 2} 26.04624{col 28}{space 2} 2.558623{col 39}{space 1}   10.18{col 48}{space 3}0.000{col 56}{space 4} 21.02564{col 69}{space 3} 31.06684
{txt}{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
       sigma_u {c |} {res} 18.350441
       {txt}sigma_e {c |} {res} 62.645136
           {txt}rho {c |} {res} .07902527{txt}   (fraction of variance due to u_i)
{hline 15}{c BT}{hline 64}
F test that all u_i=0:     F({res}31{txt}, {res}1049{txt}) = {res}    1.98            {txt}Prob > F = {res}0.0012
{txt}
{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1085{col 25}-6170.879{col 37}-6010.415{col 48}    5{col 57} 12030.83{col 69} 12055.78
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. predict absresid2ndpred4, xbu
{txt}(515 missing values generated)

{com}. 
. 
. 
. correlate absresid2ndpred1 absresid2ndpred2 absresid2ndpred3 absresid2ndpred4 
{txt}(obs=1085)

             {c |} a~dpred1 a~dpred2 a~dpred3 a~dpred4
{hline 13}{c +}{hline 36}
absresid2n~1 {c |}{res}   1.0000
{txt}absresid2n~2 {c |}{res}   0.9991   1.0000
{txt}absresid2n~3 {c |}{res}   0.9974   0.9988   1.0000
{txt}absresid2n~4 {c |}{res}   0.9848   0.9874   0.9869   1.0000

{txt}
{com}. 
. 
. 
. 
. * NOTE: Results of the testing process above is that we will use ARCH(1) going forward because the correlations with higher-order ARCH lag processes are > + 0.99, 
. * plus we save from unnecessarily losing observations
. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. 
. 
. gen lagabsresidstage2=l.absresidstage2
{txt}(384 missing values generated)

{com}. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * EQUATION (2.5): "FINAL" SECOND-STAGE ARCH(1) RESIDUAL ANALYSIS *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. bootstrap _b, reps(10003) bca seed(123) nodots saving(eq3primeboot, replace): xtreg absresidstage2 lagabsresidstage2, fe
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1202
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2262                         {txt}Obs per group: min = {res}       16
{txt}       between = {res}0.9886                                        {txt}avg = {res}     37.6
{txt}       overall = {res}0.3032                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}1{txt})       = {res}    50.63
{txt}corr(u_i, Xb)  = {res}0.3749                         {txt}Prob > chi2        =    {res}0.0000

{txt}{ralign 83:(Replications based on clustering on agencycode)}
{hline 18}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 19}{c |}   Observed{col 31}   Bootstrap{col 59}         Norm{col 72}al-based
{col 1}   absresidstage2{col 19}{c |}      Coef.{col 31}   Std. Err.{col 43}      z{col 51}   P>|z|{col 59}     [95% Con{col 72}f. Interval]
{hline 18}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
lagabsresidstage2 {c |}{col 19}{res}{space 2} .4599907{col 31}{space 2} .0646456{col 42}{space 1}    7.12{col 51}{space 3}0.000{col 59}{space 4} .3332876{col 72}{space 3} .5866938
{txt}{space 12}_cons {c |}{col 19}{res}{space 2} 24.75091{col 31}{space 2} 2.581988{col 42}{space 1}    9.59{col 51}{space 3}0.000{col 59}{space 4} 19.69031{col 72}{space 3} 29.81152
{txt}{hline 18}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
          sigma_u {c |} {res} 16.365009
          {txt}sigma_e {c |} {res} 65.281203
              {txt}rho {c |} {res} .05912717{txt}   (fraction of variance due to u_i)
{hline 18}{c BT}{hline 64}

{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1202{col 25}-6865.749{col 37}-6711.636{col 48}    2{col 57} 13427.27{col 69} 13437.46
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. predict bstrapeq3p, xbu
{txt}(398 missing values generated)

{com}. 
. 
. 
. xtile bootmedcons4=_b[_cons], nquantiles(2)
{txt}
{com}. xtile bootmedlagstage2resid=_b[lagabsresidstage2], nquantiles(2)
{txt}
{com}. 
. gen cfesdhat2=bootmedcons4+bootmedlagstage2resid*lagabsresidstage2
{txt}(384 missing values generated)

{com}. 
. gen cfesd2party=cfesdhat2*presparty
{txt}(384 missing values generated)

{com}. gen cfesd2modagency=cfesdhat2*modagency
{txt}(384 missing values generated)

{com}. gen cfesd2libagency=cfesdhat2*libagency
{txt}(384 missing values generated)

{com}. gen cfesd2partymodag=cfesdhat2*modagency*presparty
{txt}(384 missing values generated)

{com}. gen cfesd2partylibag=cfesdhat2*libagency*presparty
{txt}(384 missing values generated)

{com}. 
. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. ******* EQUATION (2.6): SECOND-STAGE/"FINAL' GENERALIZED PROPOSAL EQUATION ANALYSIS & CORRESPONDING WALD-TYPE HYPOTHESIS TESTS (DERIVED FROM THE EMPIRICAL DISTRIBUTION FUNCTION VIA 10,000 BOOTSTRAP SIMULATIONS) ********
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. 
. *** "PRELIMINARY" EQUATION (2.6) ESTIMATES (SANS BOOTSTRAP STANDARD ERRORS)-- USED TO OBTAIN MODEL FIT STATISTICS (DO NOT REPORT COEFFICIENTS AND STANDARD ERRORS FROM THIS MODEL RUN)***
.  
. regress prgrowth ///
>         eip presparty libagency modagency partymod partylib cfesdhat2 cfesd2party cfesd2modagency cfesd2libagency ///
>         cfesd2partymodag cfesd2partylibag

      {txt}Source {c |}       SS       df       MS              Number of obs ={res}    1202
{txt}{hline 13}{char +}{hline 30}           F( 12,  1189) ={res}   21.37
    {txt}   Model {char |} {res} 438817.037    12  36568.0865           {txt}Prob > F      = {res} 0.0000
    {txt}Residual {char |} {res} 2034876.73  1189  1711.41861           {txt}R-squared     = {res} 0.1774
{txt}{hline 13}{char +}{hline 30}           Adj R-squared = {res} 0.1691
    {txt}   Total {char |} {res} 2473693.77  1201  2059.69506           {txt}Root MSE      = {res} 41.369

{txt}{hline 17}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}        prgrowth{col 18}{c |}      Coef.{col 30}   Std. Err.{col 42}      t{col 50}   P>|t|{col 58}     [95% Con{col 71}f. Interval]
{hline 17}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 13}eip {c |}{col 18}{res}{space 2} .8730378{col 30}{space 2} .0594093{col 41}{space 1}   14.70{col 50}{space 3}0.000{col 58}{space 4} .7564791{col 71}{space 3} .9895966
{txt}{space 7}presparty {c |}{col 18}{res}{space 2} 3.596465{col 30}{space 2} 5.370616{col 41}{space 1}    0.67{col 50}{space 3}0.503{col 58}{space 4}-6.940474{col 71}{space 3}  14.1334
{txt}{space 7}libagency {c |}{col 18}{res}{space 2}-4.297422{col 30}{space 2} 4.113168{col 41}{space 1}   -1.04{col 50}{space 3}0.296{col 58}{space 4} -12.3673{col 71}{space 3} 3.772454
{txt}{space 7}modagency {c |}{col 18}{res}{space 2}  .912256{col 30}{space 2}  4.04034{col 41}{space 1}    0.23{col 50}{space 3}0.821{col 58}{space 4}-7.014735{col 71}{space 3} 8.839247
{txt}{space 8}partymod {c |}{col 18}{res}{space 2}-7.162834{col 30}{space 2}  7.49928{col 41}{space 1}   -0.96{col 50}{space 3}0.340{col 58}{space 4}-21.87613{col 71}{space 3} 7.550461
{txt}{space 8}partylib {c |}{col 18}{res}{space 2}-1.585663{col 30}{space 2} 8.899031{col 41}{space 1}   -0.18{col 50}{space 3}0.859{col 58}{space 4}-19.04522{col 71}{space 3} 15.87389
{txt}{space 7}cfesdhat2 {c |}{col 18}{res}{space 2} .0148673{col 30}{space 2} .0323587{col 41}{space 1}    0.46{col 50}{space 3}0.646{col 58}{space 4}-.0486192{col 71}{space 3} .0783537
{txt}{space 5}cfesd2party {c |}{col 18}{res}{space 2} .0131517{col 30}{space 2} .0875051{col 41}{space 1}    0.15{col 50}{space 3}0.881{col 58}{space 4}-.1585299{col 71}{space 3} .1848333
{txt}{space 1}cfesd2modagency {c |}{col 18}{res}{space 2} .0221666{col 30}{space 2} .0659146{col 41}{space 1}    0.34{col 50}{space 3}0.737{col 58}{space 4}-.1071553{col 71}{space 3} .1514884
{txt}{space 1}cfesd2libagency {c |}{col 18}{res}{space 2} .0610859{col 30}{space 2} .0405348{col 41}{space 1}    1.51{col 50}{space 3}0.132{col 58}{space 4}-.0184419{col 71}{space 3} .1406137
{txt}cfesd2partymodag {c |}{col 18}{res}{space 2}-.0264777{col 30}{space 2}   .10893{col 41}{space 1}   -0.24{col 50}{space 3}0.808{col 58}{space 4} -.240194{col 71}{space 3} .1872387
{txt}cfesd2partylibag {c |}{col 18}{res}{space 2} .0135924{col 30}{space 2} .1090333{col 41}{space 1}    0.12{col 50}{space 3}0.901{col 58}{space 4}-.2003267{col 71}{space 3} .2275114
{txt}{space 11}_cons {c |}{col 18}{res}{space 2}-2.214188{col 30}{space 2} 2.493433{col 41}{space 1}   -0.89{col 50}{space 3}0.375{col 58}{space 4}-7.106207{col 71}{space 3}  2.67783
{txt}{hline 17}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. estat ic 

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1202{col 25}-6290.882{col 37}-6173.521{col 48}   13{col 57} 12373.04{col 69} 12439.23
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. 
. 
. *** "FINAL" EQUATION (2.6) ESTIMATES --  REPORT COEFFICIENTS AND STANDARD ERRORS (COEFFICIENTS AND SAMPLE SIZE SHOULD BE IDENTICAL TO "PRELIMINARY ESTIMATES" ABOVE ***
.         
. 
. xtset, clear
{txt}
{com}. 
. *eststo clear
. 
. quietly bootstrap _b, reps(10010) bca seed(123) cluster(agencycode) idcluster(new3agencycode) saving(cfesregboot, replace): regress prgrowth ///
>         eip presparty libagency modagency partymod partylib cfesdhat2 cfesd2party cfesd2modagency cfesd2libagency ///
>         cfesd2partymodag cfesd2partylibag
{err}xxxxxxxxxx{txt}
{com}. 
. estat bootstrap, all

{txt}Linear regression{col 49}Number of obs{col 68}= {res}     1202
{txt}{col 49}Replications{col 68}= {res}    13854

{txt}{ralign 78:(Replications based on {res:32} clusters in agencycode)}
{col 1}{text}{hline 13}{c TT}{hline 12}{hline 11}{hline 13}{hline 12}{hline 10}{hline 6}
{col 14}{text}{c |}    Observed{col 38}    Bootstrap
{col 1}{text}    prgrowth{col 14}{c |}       Coef.{col 27}       Bias{col 38}    Std. Err.{col 51}  [95% Conf. Interval]
{col 1}{text}{hline 13}{c +}{hline 12}{hline 11}{hline 13}{hline 12}{hline 10}{hline 6}
{col 1}{text}         eip{col 14}{c |}{result}{space 2} .87303785{col 27}{space 2} .0444785{col 38}{space 2} .24391505{col 51}{space 2} .3949731{col 63}{space 1} 1.351103{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2} .4795732{col 63}{space 1} 1.415765{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2} .4390684{col 63}{space 1} 1.353484{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2} .3656586{col 63}{space 1} 1.292745{col 73}{text} (BCa)
{col 1}{text}   presparty{col 14}{c |}{result}{space 2} 3.5964653{col 27}{space 2} .3618129{col 38}{space 2} 4.2212038{col 51}{space 2}-4.676942{col 63}{space 1} 11.86987{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-3.740426{col 63}{space 1} 12.89242{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-4.006359{col 63}{space 1} 12.49106{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-3.061517{col 63}{space 1}  13.9195{col 73}{text} (BCa)
{col 1}{text}   libagency{col 14}{c |}{result}{space 2}-4.2974224{col 27}{space 2} 1.691134{col 38}{space 2}  4.658811{col 51}{space 2}-13.42852{col 63}{space 1} 4.833679{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2} -10.9012{col 63}{space 1} 7.426818{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-13.01229{col 63}{space 1} 4.170562{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-14.72896{col 63}{space 1} 3.294005{col 73}{text} (BCa)
{col 1}{text}   modagency{col 14}{c |}{result}{space 2} .91225598{col 27}{space 2} 1.019014{col 38}{space 2} 3.0603597{col 51}{space 2}-5.085939{col 63}{space 1} 6.910451{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-4.035518{col 63}{space 1} 8.072616{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-6.241843{col 63}{space 1} 5.884063{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-6.145476{col 63}{space 1} 5.917349{col 73}{text} (BCa)
{col 1}{text}    partymod{col 14}{c |}{result}{space 2}-7.1628342{col 27}{space 2}-2.025912{col 38}{space 2} 4.9795509{col 51}{space 2}-16.92257{col 63}{space 1} 2.596906{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-19.78899{col 63}{space 1}-.3928784{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-15.48814{col 63}{space 1} 2.059933{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-16.34966{col 63}{space 1}  1.26147{col 73}{text} (BCa)
{col 1}{text}    partylib{col 14}{c |}{result}{space 2}-1.5856634{col 27}{space 2}-3.317937{col 38}{space 2} 8.1357318{col 51}{space 2} -17.5314{col 63}{space 1} 14.36008{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-21.62325{col 63}{space 1} 10.12959{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2} -14.7662{col 63}{space 1} 16.70713{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-14.43217{col 63}{space 1} 17.92481{col 73}{text} (BCa)
{col 1}{text}   cfesdhat2{col 14}{c |}{result}{space 2} .01486729{col 27}{space 2} .0100231{col 38}{space 2} .03769173{col 51}{space 2}-.0590071{col 63}{space 1} .0887417{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0500823{col 63}{space 1}  .095556{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0904325{col 63}{space 1}  .068332{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0840718{col 63}{space 1} .0703612{col 73}{text} (BCa)
{col 1}{text} cfesd2party{col 14}{c |}{result}{space 2}  .0131517{col 27}{space 2}-.0295127{col 38}{space 2} .06689881{col 51}{space 2}-.1179676{col 63}{space 1}  .144271{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1543293{col 63}{space 1} .1031804{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0550782{col 63}{space 1} .1904675{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0518051{col 63}{space 1} .2078121{col 73}{text} (BCa)
{col 1}{text}cfesd2moda~y{col 14}{c |}{result}{space 2} .02216656{col 27}{space 2}-.0230866{col 38}{space 2}  .0577855{col 51}{space 2}-.0910909{col 63}{space 1} .1354241{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1182123{col 63}{space 1} .1096942{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0698904{col 63}{space 1} .1581176{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0676397{col 63}{space 1}  .166059{col 73}{text} (BCa)
{col 1}{text}cfesd2liba~y{col 14}{c |}{result}{space 2}  .0610859{col 27}{space 2}-.0264782{col 38}{space 2} .05507726{col 51}{space 2}-.0468636{col 63}{space 1} .1690354{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2} -.090765{col 63}{space 1} .1279247{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0245254{col 63}{space 1} .1844268{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0168089{col 63}{space 1} .2039844{col 73}{text} (BCa)
{col 1}{text}cfesd2pa~dag{col 14}{c |}{result}{space 2}-.02647769{col 27}{space 2} .0461646{col 38}{space 2} .08159612{col 51}{space 2}-.1864032{col 63}{space 1} .1334478{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1175087{col 63}{space 1} .1885423{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}  -.20842{col 63}{space 1} .0693829{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.2344332{col 63}{space 1} .0644447{col 73}{text} (BCa)
{col 1}{text}cfesd2pa~bag{col 14}{c |}{result}{space 2} .01359237{col 27}{space 2} .0575883{col 38}{space 2}  .0929627{col 51}{space 2}-.1686112{col 63}{space 1} .1957959{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0788518{col 63}{space 1} .2816505{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1953921{col 63}{space 1} .1228087{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.2135798{col 63}{space 1} .1171705{col 73}{text} (BCa)
{col 1}{text}       _cons{col 14}{c |}{result}{space 2}-2.2141885{col 27}{space 2} -.308625{col 38}{space 2} 2.3297148{col 51}{space 2}-6.780346{col 63}{space 1} 2.351969{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-7.091823{col 63}{space 1} 2.105827{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-6.438405{col 63}{space 1} 2.707493{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-6.675037{col 63}{space 1} 2.487581{col 73}{text} (BCa)
{col 1}{text}{hline 13}{c BT}{hline 12}{hline 11}{hline 13}{hline 12}{hline 10}{hline 6}
{col 0}(N){col 8}normal confidence interval
{col 0}(P){col 8}percentile confidence interval
{col 0}(BC){col 8}bias-corrected confidence interval
{col 0}(BCa){col 8}bias-corrected and accelerated confidence interval
{p 0 6 0 79}Note: one or more parameters could not be estimated in 14 bootstrap replicates; standard-error estimates include only complete replications.{p_end}

{com}. 
. predict execreqgp, xb
{txt}(398 missing values generated)

{com}. 
. quietly bootstrap _b h1=(_b[_cons]) ///
>         h2=(_b[_cons] +_b[modagency]) ///
>         h3=(_b[_cons] +_b[libagency]) /// 
>         h4=(_b[libagency] - _b[modagency]) /// 
>         h5=(_b[_cons] + _b[presparty]) ///
>         h6=(_b[_cons] + _b[presparty] + _b[modagency] + _b[partymod]) /// 
>         h7=(_b[_cons] + _b[presparty] + _b[libagency] + _b[partylib]) ///
>         h8=(_b[libagency] + _b[partylib] - _b[modagency] - _b[partymod]) /// 
>         h9=(_b[cfesdhat2]) /// 
>         h10=(_b[cfesdhat2] + _b[cfesd2modagency]) ///
>         h11=(_b[cfesdhat2] + _b[cfesd2libagency]) ///
>         h12=(_b[cfesd2modagency] - _b[cfesd2libagency]) /// 
>         h13=(_b[cfesdhat2] + _b[cfesd2party]) ///
>         h14=(_b[cfesdhat2] + _b[cfesd2party] + _b[cfesd2modagency] + _b[cfesd2partymodag]) ///
>         h15=(_b[cfesdhat2] + _b[cfesd2party] + _b[cfesd2libagency] + _b[cfesd2partylibag])  ///
>         h16=(_b[cfesd2libagency] + _b[cfesd2partylibag] -  _b[cfesd2modagency] - _b[cfesd2partymodag]) h17=(_b[presparty]) ///
>         h18=(_b[presparty] + _b[partymod]) ///
>         h19=(_b[presparty] + _b[partylib]) /// 
>         h20=(_b[cfesd2party]) /// 
>         h21=(_b[cfesdhat2] + _b[cfesd2partymodag]) /// 
>         h22=(_b[cfesdhat2] + _b[cfesd2partylibag]), ///
>         cluster(agencycode) idcluster(new4agencycode) ///
>           reps(10010) bca seed(123): regress prgrowth eip presparty libagency modagency partymod partylib /// 
>       cfesdhat2 cfesd2party cfesd2modagency cfesd2libagency cfesd2partymodag cfesd2partylibag
{err}xxxxxxxxxx{txt}
{com}. 
. estat bootstrap, all

{txt}Linear regression{col 49}Number of obs{col 68}= {res}     1202
{txt}{col 49}Replications{col 68}= {res}    10000
{p2colset 7 17 21 2}{...}

{txt}{p2col :command:}regress prgrowth eip presparty libagency modagency partymod partylib cfesdhat2 cfesd2party cfesd2modagency cfesd2libagency cfesd2partymodag cfesd2partylibag{p_end}
{p2colset 6 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h1:}{res:_b[_cons]}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h2:}{res:_b[_cons] +_b[modagency]}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h3:}{res:_b[_cons] +_b[libagency]}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h4:}{res:_b[libagency] - _b[modagency]}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h5:}{res:_b[_cons] + _b[presparty]}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h6:}{res:_b[_cons] + _b[presparty] + _b[modagency] + _b[partymod]}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h7:}{res:_b[_cons] + _b[presparty] + _b[libagency] + _b[partylib]}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h8:}{res:_b[libagency] + _b[partylib] - _b[modagency] - _b[partymod]}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h9:}{res:_b[cfesdhat2]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h10:}{res:_b[cfesdhat2] + _b[cfesd2modagency]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h11:}{res:_b[cfesdhat2] + _b[cfesd2libagency]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h12:}{res:_b[cfesd2modagency] - _b[cfesd2libagency]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h13:}{res:_b[cfesdhat2] + _b[cfesd2party]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h14:}{res:_b[cfesdhat2] + _b[cfesd2party] + _b[cfesd2modagency] + _b[cfesd2partymodag]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h15:}{res:_b[cfesdhat2] + _b[cfesd2party] + _b[cfesd2libagency] + _b[cfesd2partylibag]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h16:}{res:_b[cfesd2libagency] + _b[cfesd2partylibag] - _b[cfesd2modagency] - _b[cfesd2partymodag]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h17:}{res:_b[presparty]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h18:}{res:_b[presparty] + _b[partymod]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h19:}{res:_b[presparty] + _b[partylib]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h20:}{res:_b[cfesd2party]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h21:}{res:_b[cfesdhat2] + _b[cfesd2partymodag]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h22:}{res:_b[cfesdhat2] + _b[cfesd2partylibag]}{p_end}

{ralign 78:(Replications based on {res:32} clusters in agencycode)}
{col 1}{text}{hline 13}{c TT}{hline 12}{hline 11}{hline 13}{hline 12}{hline 10}{hline 6}
{col 14}{text}{c |}    Observed{col 38}    Bootstrap
{col 14}{text}{c |}       Coef.{col 27}       Bias{col 38}    Std. Err.{col 51}  [95% Conf. Interval]
{col 1}{text}{hline 13}{c +}{hline 12}{hline 11}{hline 13}{hline 12}{hline 10}{hline 6}
{col 1}{result}_eq1        {col 14}{text}{c |}
{col 1}{text}         eip{col 14}{c |}{result}{space 2} .87303785{col 27}{space 2} .0385648{col 38}{space 2} .25341337{col 51}{space 2} .3763568{col 63}{space 1} 1.369719{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2} .4671013{col 63}{space 1}   1.4268{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2} .4400974{col 63}{space 1} 1.401027{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2} .3746025{col 63}{space 1} 1.327154{col 73}{text} (BCa)
{col 1}{text}   presparty{col 14}{c |}{result}{space 2} 3.5964653{col 27}{space 2} .7136176{col 38}{space 2} 4.0127307{col 51}{space 2}-4.268342{col 63}{space 1} 11.46127{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-2.541608{col 63}{space 1}  13.0176{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-3.186699{col 63}{space 1} 11.86135{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-2.512197{col 63}{space 1}  13.1022{col 73}{text} (BCa)
{col 1}{text}   libagency{col 14}{c |}{result}{space 2}-4.2974224{col 27}{space 2} 1.302901{col 38}{space 2}  4.631158{col 51}{space 2}-13.37433{col 63}{space 1} 4.779481{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-11.15412{col 63}{space 1} 7.151372{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-12.81137{col 63}{space 1}  4.77712{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-14.06621{col 63}{space 1} 3.894777{col 73}{text} (BCa)
{col 1}{text}   modagency{col 14}{c |}{result}{space 2} .91225598{col 27}{space 2} .3231921{col 38}{space 2} 2.8407526{col 51}{space 2}-4.655517{col 63}{space 1} 6.480029{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-4.433986{col 63}{space 1} 6.811288{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-5.184086{col 63}{space 1} 6.094802{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2} -5.10035{col 63}{space 1}  6.15232{col 73}{text} (BCa)
{col 1}{text}    partymod{col 14}{c |}{result}{space 2}-7.1628342{col 27}{space 2}-.8820181{col 38}{space 2} 4.4040374{col 51}{space 2}-15.79459{col 63}{space 1}  1.46892{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-17.41332{col 63}{space 1}-.0610145{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2} -15.6001{col 63}{space 1} .9929341{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-16.50579{col 63}{space 1} .3615598{col 73}{text} (BCa)
{col 1}{text}    partylib{col 14}{c |}{result}{space 2}-1.5856634{col 27}{space 2}-2.923408{col 38}{space 2} 8.0881441{col 51}{space 2}-17.43813{col 63}{space 1} 14.26681{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-21.47915{col 63}{space 1} 10.28434{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-15.29019{col 63}{space 1} 16.07266{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-14.91894{col 63}{space 1} 16.54432{col 73}{text} (BCa)
{col 1}{text}   cfesdhat2{col 14}{c |}{result}{space 2} .01486729{col 27}{space 2} .0029567{col 38}{space 2} .03643428{col 51}{space 2}-.0565426{col 63}{space 1} .0862772{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0557029{col 63}{space 1} .0857387{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0705602{col 63}{space 1} .0757162{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0645392{col 63}{space 1} .0777887{col 73}{text} (BCa)
{col 1}{text} cfesd2party{col 14}{c |}{result}{space 2}  .0131517{col 27}{space 2} -.029989{col 38}{space 2}  .0595454{col 51}{space 2}-.1035551{col 63}{space 1} .1298585{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1409887{col 63}{space 1} .0913547{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0506607{col 63}{space 1} .1741013{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0477953{col 63}{space 1} .1853602{col 73}{text} (BCa)
{col 1}{text}cfesd2moda~y{col 14}{c |}{result}{space 2} .02216656{col 27}{space 2}-.0099077{col 38}{space 2} .05425345{col 51}{space 2}-.0841682{col 63}{space 1} .1285014{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1031369{col 63}{space 1} .1168394{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0783242{col 63}{space 1}  .137757{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0756286{col 63}{space 1} .1413468{col 73}{text} (BCa)
{col 1}{text}cfesd2liba~y{col 14}{c |}{result}{space 2}  .0610859{col 27}{space 2}-.0171373{col 38}{space 2} .05375817{col 51}{space 2}-.0442782{col 63}{space 1}   .16645{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0808834{col 63}{space 1} .1348263{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0513393{col 63}{space 1} .1616579{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2} -.041352{col 63}{space 1} .1811313{col 73}{text} (BCa)
{col 1}{text}cfesd2pa~dag{col 14}{c |}{result}{space 2}-.02647769{col 27}{space 2} .0344187{col 38}{space 2} .07097556{col 51}{space 2}-.1655872{col 63}{space 1} .1126319{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2} -.116375{col 63}{space 1} .1560181{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1855938{col 63}{space 1} .0705237{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.2013403{col 63}{space 1} .0653159{col 73}{text} (BCa)
{col 1}{text}cfesd2pa~bag{col 14}{c |}{result}{space 2} .01359237{col 27}{space 2} .0586864{col 38}{space 2} .08998734{col 51}{space 2}-.1627796{col 63}{space 1} .1899643{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0679016{col 63}{space 1} .2813434{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1870858{col 63}{space 1} .1217821{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1953921{col 63}{space 1} .1159457{col 73}{text} (BCa)
{col 1}{text}       _cons{col 14}{c |}{result}{space 2}-2.2141885{col 27}{space 2}-.2387297{col 38}{space 2} 2.3458201{col 51}{space 2}-6.811911{col 63}{space 1} 2.383535{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-7.045128{col 63}{space 1}  2.17363{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-6.564774{col 63}{space 1} 2.667947{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-6.794512{col 63}{space 1} 2.423128{col 73}{text} (BCa)
{col 1}{text}{hline 13}{c +}{hline 12}{hline 11}{hline 13}{hline 12}{hline 10}{hline 6}
{col 1}{result}_eq2        {col 14}{text}{c |}
{col 1}{text}          h1{col 14}{c |}{result}{space 2}-2.2141885{col 27}{space 2}-.2387297{col 38}{space 2} 2.3458201{col 51}{space 2}-6.811911{col 63}{space 1} 2.383535{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-7.045128{col 63}{space 1}  2.17363{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-6.564774{col 63}{space 1} 2.667947{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-6.794512{col 63}{space 1} 2.423128{col 73}{text} (BCa)
{col 1}{text}          h2{col 14}{c |}{result}{space 2}-1.3019325{col 27}{space 2} .0844624{col 38}{space 2} 1.4631792{col 51}{space 2}-4.169711{col 63}{space 1} 1.565846{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-4.105204{col 63}{space 1} 1.739989{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2} -4.27061{col 63}{space 1} 1.555314{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}  -4.6578{col 63}{space 1}  1.33604{col 73}{text} (BCa)
{col 1}{text}          h3{col 14}{c |}{result}{space 2}-6.5116109{col 27}{space 2} 1.064171{col 38}{space 2} 4.2647424{col 51}{space 2}-14.87035{col 63}{space 1} 1.847131{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-12.76141{col 63}{space 1} 3.407826{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2} -13.8613{col 63}{space 1} 2.596771{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2} -16.0437{col 63}{space 1} 1.915539{col 73}{text} (BCa)
{col 1}{text}          h4{col 14}{c |}{result}{space 2}-5.2096784{col 27}{space 2} .9797087{col 38}{space 2} 4.5464361{col 51}{space 2}-14.12053{col 63}{space 1} 3.701172{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}  -12.203{col 63}{space 1} 5.435866{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-13.20281{col 63}{space 1} 4.435465{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-14.82042{col 63}{space 1} 3.511485{col 73}{text} (BCa)
{col 1}{text}          h5{col 14}{c |}{result}{space 2} 1.3822768{col 27}{space 2} .4748878{col 38}{space 2} 2.6341221{col 51}{space 2}-3.780508{col 63}{space 1} 6.545061{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-2.259705{col 63}{space 1} 7.761803{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-2.654753{col 63}{space 1} 6.898525{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-2.118807{col 63}{space 1} 8.318485{col 73}{text} (BCa)
{col 1}{text}          h6{col 14}{c |}{result}{space 2}-4.8683015{col 27}{space 2}-.0839382{col 38}{space 2} 2.1025072{col 51}{space 2} -8.98914{col 63}{space 1}-.7474632{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-9.152703{col 63}{space 1}-.7356429{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2} -8.97415{col 63}{space 1}-.5828262{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2} -9.32912{col 63}{space 1} -.878269{col 73}{text} (BCa)
{col 1}{text}          h7{col 14}{c |}{result}{space 2} -4.500809{col 27}{space 2}-1.145619{col 38}{space 2} 5.0252081{col 51}{space 2}-14.35004{col 63}{space 1} 5.348418{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-17.87325{col 63}{space 1} 2.450301{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-16.64801{col 63}{space 1} 3.218477{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-14.38074{col 63}{space 1} 5.903607{col 73}{text} (BCa)
{col 1}{text}          h8{col 14}{c |}{result}{space 2} .36749242{col 27}{space 2}-1.061681{col 38}{space 2} 5.4867629{col 51}{space 2}-10.38637{col 63}{space 1} 11.12135{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-13.59206{col 63}{space 1}  8.66312{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-12.27524{col 63}{space 1} 9.494939{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2} -10.3638{col 63}{space 1} 11.81375{col 73}{text} (BCa)
{col 1}{text}          h9{col 14}{c |}{result}{space 2} .01486729{col 27}{space 2} .0029567{col 38}{space 2} .03643428{col 51}{space 2}-.0565426{col 63}{space 1} .0862772{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0557029{col 63}{space 1} .0857387{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0705602{col 63}{space 1} .0757162{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0645392{col 63}{space 1} .0777887{col 73}{text} (BCa)
{col 1}{text}         h10{col 14}{c |}{result}{space 2} .03703385{col 27}{space 2} -.006951{col 38}{space 2} .04030322{col 51}{space 2} -.041959{col 63}{space 1} .1160267{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0646819{col 63}{space 1} .0902463{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0628656{col 63}{space 1} .0912702{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0543551{col 63}{space 1} .0956624{col 73}{text} (BCa)
{col 1}{text}         h11{col 14}{c |}{result}{space 2} .07595319{col 27}{space 2}-.0141807{col 38}{space 2}  .0420444{col 51}{space 2}-.0064523{col 63}{space 1} .1583587{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0454821{col 63}{space 1}  .109479{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}  -.04329{col 63}{space 1} .1102707{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0287091{col 63}{space 1} .1167896{col 73}{text} (BCa)
{col 1}{text}         h12{col 14}{c |}{result}{space 2}-.03891934{col 27}{space 2} .0072296{col 38}{space 2} .06149159{col 51}{space 2}-.1594406{col 63}{space 1}  .081602{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1477996{col 63}{space 1} .1013104{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1575713{col 63}{space 1} .0941597{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1636802{col 63}{space 1} .0899946{col 73}{text} (BCa)
{col 1}{text}         h13{col 14}{c |}{result}{space 2}   .028019{col 27}{space 2}-.0270324{col 38}{space 2} .05154344{col 51}{space 2}-.0730043{col 63}{space 1} .1290423{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1308468{col 63}{space 1} .0673112{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0319826{col 63}{space 1} .0926536{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0241298{col 63}{space 1} .1848292{col 73}{text} (BCa)
{col 1}{text}         h14{col 14}{c |}{result}{space 2} .02370787{col 27}{space 2}-.0025214{col 38}{space 2} .02349426{col 51}{space 2}  -.02234{col 63}{space 1} .0697558{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0340701{col 63}{space 1} .0580407{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0368173{col 63}{space 1} .0559224{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0320218{col 63}{space 1} .0600689{col 73}{text} (BCa)
{col 1}{text}         h15{col 14}{c |}{result}{space 2} .10269727{col 27}{space 2} .0145167{col 38}{space 2} .06069535{col 51}{space 2}-.0162634{col 63}{space 1}  .221658{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2} .0502766{col 63}{space 1} .2808423{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}  .053052{col 63}{space 1}  .301248{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2} .0439753{col 63}{space 1} .2556311{col 73}{text} (BCa)
{col 1}{text}         h16{col 14}{c |}{result}{space 2}  .0789894{col 27}{space 2} .0170381{col 38}{space 2} .06238369{col 51}{space 2}-.0432804{col 63}{space 1} .2012592{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2} .0166515{col 63}{space 1} .2583045{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2} .0145382{col 63}{space 1} .2467972{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0068289{col 63}{space 1} .2147217{col 73}{text} (BCa)
{col 1}{text}         h17{col 14}{c |}{result}{space 2} 3.5964653{col 27}{space 2} .7136176{col 38}{space 2} 4.0127307{col 51}{space 2}-4.268342{col 63}{space 1} 11.46127{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-2.541608{col 63}{space 1}  13.0176{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-3.186699{col 63}{space 1} 11.86135{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-2.512197{col 63}{space 1}  13.1022{col 73}{text} (BCa)
{col 1}{text}         h18{col 14}{c |}{result}{space 2} -3.566369{col 27}{space 2}-.1684005{col 38}{space 2} 1.7451904{col 51}{space 2}-6.986879{col 63}{space 1}-.1458587{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-7.161015{col 63}{space 1}-.3903045{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-6.845253{col 63}{space 1} -.080095{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-7.111306{col 63}{space 1}-.3648714{col 73}{text} (BCa)
{col 1}{text}         h19{col 14}{c |}{result}{space 2} 2.0108019{col 27}{space 2} -2.20979{col 38}{space 2}  7.145351{col 51}{space 2}-11.99383{col 63}{space 1} 16.01543{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-15.80099{col 63}{space 1} 13.01221{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-10.42441{col 63}{space 1} 17.57329{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-9.569176{col 63}{space 1} 20.08409{col 73}{text} (BCa)
{col 1}{text}         h20{col 14}{c |}{result}{space 2}  .0131517{col 27}{space 2} -.029989{col 38}{space 2}  .0595454{col 51}{space 2}-.1035551{col 63}{space 1} .1298585{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1409887{col 63}{space 1} .0913547{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0506607{col 63}{space 1} .1741013{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0477953{col 63}{space 1} .1853602{col 73}{text} (BCa)
{col 1}{text}         h21{col 14}{c |}{result}{space 2}-.01161039{col 27}{space 2} .0373753{col 38}{space 2} .09268122{col 51}{space 2}-.1932623{col 63}{space 1} .1700415{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1617688{col 63}{space 1} .2046849{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.2798229{col 63}{space 1} .1118126{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.2798229{col 63}{space 1} .1118177{col 73}{text} (BCa)
{col 1}{text}         h22{col 14}{c |}{result}{space 2} .02845967{col 27}{space 2} .0616431{col 38}{space 2} .10676118{col 51}{space 2}-.1807884{col 63}{space 1} .2377077{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1023558{col 63}{space 1} .3238157{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.2649518{col 63}{space 1}  .155444{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.2649518{col 63}{space 1} .1544389{col 73}{text} (BCa)
{col 1}{text}{hline 13}{c BT}{hline 12}{hline 11}{hline 13}{hline 12}{hline 10}{hline 6}
{col 0}(N){col 8}normal confidence interval
{col 0}(P){col 8}percentile confidence interval
{col 0}(BC){col 8}bias-corrected confidence interval
{col 0}(BCa){col 8}bias-corrected and accelerated confidence interval
{p 0 6 0 79}Note: one or more parameters could not be estimated in 10 bootstrap replicates; standard-error estimates include only complete replications.{p_end}

{com}. 
. 
. 
. *capturing the values in local macros to use in calculating the asymmetric loss function
. 
. local h1 = e(exp13)
{txt}
{com}. local h2 = e(exp15) 
{txt}
{com}. local h3 = e(exp16)
{txt}
{com}. local h4 = e(exp17)
{txt}
{com}. local h5 = e(exp18)
{txt}
{com}. local h6 = e(exp19) 
{txt}
{com}. local h7 = e(exp20)
{txt}
{com}. local h8 = e(exp21)
{txt}
{com}. local h9 = e(exp22)
{txt}
{com}. local h10 = e(exp23)
{txt}
{com}. local h11 = e(exp24)
{txt}
{com}. local h12 = e(exp25)
{txt}
{com}. local h13 = e(exp26)
{txt}
{com}. local h14 = e(exp27)
{txt}
{com}. local h15 = e(exp28)
{txt}
{com}. local h16 = e(exp29)
{txt}
{com}. local h17 = e(exp30)
{txt}
{com}. local h18 = e(exp31)
{txt}
{com}. local h19 = e(exp32)
{txt}
{com}. local h20 = e(exp33)
{txt}
{com}. local h21 = e(exp34)
{txt}
{com}. local h22 = e(exp35)
{txt}
{com}. 
. *
. *
. *
. 
. 
. 
. xtset agencycode fiscalyear, yearly
{res}{txt}{col 8}panel variable:  {res}agencycode (strongly balanced)
{txt}{col 9}time variable:  {res}{col 25}fiscalyear, 1960 to 2009
{txt}{col 17}delta:  {res}1 year
{txt}
{com}. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. 
. ***** CORRELATION BETWEEN (2.1), (2.4), & (2.6) -- EXCESS FUNDING BIAS ESTIMATES, FIRST-STAGE, & SECOND-STAGE GENERALIZED PROPOSAL MODEL PREDICTED VALUES  *****
. 
. correlate predreq1 predvalstage2 execreqgp
{txt}(obs=1202)

             {c |} predreq1 predva~2 execre~p
{hline 13}{c +}{hline 27}
    predreq1 {c |}{res}   1.0000
{txt}predvalsta~2 {c |}{res}   0.3618   1.0000
   {txt}execreqgp {c |}{res}   0.9679   0.4482   1.0000

{txt}
{com}. 
. 
. ***** CORRELATION BETWEEN (2.3) and (2.5) -- FIRST-STAGE & SECOND-STAGE ARCH(1) MODEL PREDICTED VALUES  *****
. 
. correlate cfesdhat1 cfesdhat2
{txt}(obs=1216)

             {c |} cfesdh~1 cfesdh~2
{hline 13}{c +}{hline 18}
   cfesdhat1 {c |}{res}   1.0000
   {txt}cfesdhat2 {c |}{res}   0.6066   1.0000

{txt}
{com}. 
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. 
. 
. 
. * APPROPRIATIONS GROWTH MODELS *
. 
. 
. 
. 
. * CREATING IMPLICIT BUDGETARY PREFERENCE (IP) VARIABLE: (GENERALIZED PROPOSAL - EXTERNALLY-INDUCED BUDGETARY PREFERENCE [EIP])
. 
. 
. gen ip=execreqgp-eip
{txt}(398 missing values generated)

{com}. 
. 
. xtset agencycode fiscalyear, yearly
{res}{txt}{col 8}panel variable:  {res}agencycode (strongly balanced)
{txt}{col 9}time variable:  {res}{col 25}fiscalyear, 1960 to 2009
{txt}{col 17}delta:  {res}1 year
{txt}
{com}. 
. 
. 
. 
. 
. * ASSESSING CORRELATIONS AMONG RELEVANT : OBSERVED PROPOSAL (OP), EXTERNALLY-INDUCED BUDGETARY PREFERENCES(EIP), GENERALIZED PROPOSAL (GP = EXTERNALLY-INDUCED BUDGETARY PREFERENCES [EIP] + INTERNALLY-INDUCED BUDGETARY PREFERENCES [IP]), 
. * and IMPLICIT BUDGETARY PREFERENCES (IP = GP - EIP)
. 
. 
. correlate prgrowth eip execreqgp ip appgrowth
{txt}(obs=1195)

             {c |} prgrowth      eip execre~p       ip appgro~h
{hline 13}{c +}{hline 45}
    prgrowth {c |}{res}   1.0000
         {txt}eip {c |}{res}   0.4156   1.0000
   {txt}execreqgp {c |}{res}   0.4287   0.9682   1.0000
          {txt}ip {c |}{res}  -0.0594  -0.3773  -0.1336   1.0000
   {txt}appgrowth {c |}{res}   0.2921  -0.3001  -0.2551   0.2445   1.0000

{txt}
{com}. 
. 
. 
. 
. 
. 
. 
. **************** FULL SPECIFICATION (ADDITIVE EXECUTIVE BUDGET COVARIATES) ******************************
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * MODEL (3.1a): INCLUSION OF OBSERVED EXECUTIVE BUDGET PROPOSAL GROWTH & "CONTROL" COVARIATES FROM EIP MODEL (INCLUSION OF ADMINISTRATION SPECIFIC TIME-WISE FIXED EFFECT DUMMIES: KENNEDY-JOHNSON BASELINE CAPTURED IN THE INTERCEPT) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. xtreg appgrowth prgrowth hdempctai sdempctai congelyr cpartmajchangecorrected asctha asciha lagbudgetgap ueratecong lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp nixonford carter reagan ghwbush clinton gwbush if ip!=., ///
>           fe vce(bootstrap, nodots bca reps(10000) seed(123))
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1195
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.3647                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.0113                                        {txt}avg = {res}     37.3
{txt}       overall = {res}0.3081                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}20{txt})      = {res}        .
{txt}corr(u_i, Xb)  = {res}-0.3901                        {txt}Prob > chi2        =    {res}     .

{txt}{ralign 89:(Replications based on {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}   Observed{col 37}   Bootstrap{col 65}         Norm{col 78}al-based
{col 1}              appgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      z{col 57}   P>|z|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}prgrowth {c |}{col 25}{res}{space 2} .5913798{col 37}{space 2} .0923857{col 48}{space 1}    6.40{col 57}{space 3}0.000{col 65}{space 4} .4103071{col 78}{space 3} .7724524
{txt}{space 14}hdempctai {c |}{col 25}{res}{space 2}-.1592862{col 37}{space 2} .3993986{col 48}{space 1}   -0.40{col 57}{space 3}0.690{col 65}{space 4}-.9420931{col 78}{space 3} .6235207
{txt}{space 14}sdempctai {c |}{col 25}{res}{space 2} .0758916{col 37}{space 2}  .385866{col 48}{space 1}    0.20{col 57}{space 3}0.844{col 65}{space 4}-.6803918{col 78}{space 3} .8321749
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2} 6.862074{col 37}{space 2} 2.327423{col 48}{space 1}    2.95{col 57}{space 3}0.003{col 65}{space 4} 2.300408{col 78}{space 3} 11.42374
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2}-3.833834{col 37}{space 2} 2.540495{col 48}{space 1}   -1.51{col 57}{space 3}0.131{col 65}{space 4}-8.813112{col 78}{space 3} 1.145445
{txt}{space 17}asctha {c |}{col 25}{res}{space 2} .1290771{col 37}{space 2} .6513632{col 48}{space 1}    0.20{col 57}{space 3}0.843{col 65}{space 4}-1.147571{col 78}{space 3} 1.405726
{txt}{space 17}asciha {c |}{col 25}{res}{space 2} 7.216422{col 37}{space 2} 7.306075{col 48}{space 1}    0.99{col 57}{space 3}0.323{col 65}{space 4}-7.103222{col 78}{space 3} 21.53607
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2}-.6578243{col 37}{space 2} .0715832{col 48}{space 1}   -9.19{col 57}{space 3}0.000{col 65}{space 4}-.7981249{col 78}{space 3}-.5175237
{txt}{space 13}ueratecong {c |}{col 25}{res}{space 2} .6745957{col 37}{space 2} 2.391468{col 48}{space 1}    0.28{col 57}{space 3}0.778{col 65}{space 4}-4.012596{col 78}{space 3} 5.361787
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2}  .516205{col 37}{space 2} 1.060505{col 48}{space 1}    0.49{col 57}{space 3}0.626{col 65}{space 4}-1.562347{col 78}{space 3} 2.594757
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2} 5.826434{col 37}{space 2} 3.516758{col 48}{space 1}    1.66{col 57}{space 3}0.098{col 65}{space 4}-1.066286{col 78}{space 3} 12.71915
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2} .4764622{col 37}{space 2} 9.076203{col 48}{space 1}    0.05{col 57}{space 3}0.958{col 65}{space 4}-17.31257{col 78}{space 3} 18.26549
{txt}{space 20}grh {c |}{col 25}{res}{space 2} 1.612682{col 37}{space 2} 4.505263{col 48}{space 1}    0.36{col 57}{space 3}0.720{col 65}{space 4}-7.217471{col 78}{space 3} 10.44283
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2} .0708679{col 37}{space 2} 4.243076{col 48}{space 1}    0.02{col 57}{space 3}0.987{col 65}{space 4}-8.245409{col 78}{space 3} 8.387145
{txt}{space 14}nixonford {c |}{col 25}{res}{space 2} 8.287815{col 37}{space 2} 6.410096{col 48}{space 1}    1.29{col 57}{space 3}0.196{col 65}{space 4}-4.275741{col 78}{space 3} 20.85137
{txt}{space 17}carter {c |}{col 25}{res}{space 2}-2.779182{col 37}{space 2} 7.938374{col 48}{space 1}   -0.35{col 57}{space 3}0.726{col 65}{space 4}-18.33811{col 78}{space 3} 12.77974
{txt}{space 17}reagan {c |}{col 25}{res}{space 2} .8917254{col 37}{space 2} 9.954086{col 48}{space 1}    0.09{col 57}{space 3}0.929{col 65}{space 4}-18.61792{col 78}{space 3} 20.40138
{txt}{space 16}ghwbush {c |}{col 25}{res}{space 2} .8378302{col 37}{space 2} 8.486896{col 48}{space 1}    0.10{col 57}{space 3}0.921{col 65}{space 4}-15.79618{col 78}{space 3} 17.47184
{txt}{space 16}clinton {c |}{col 25}{res}{space 2}-7.549686{col 37}{space 2} 9.534112{col 48}{space 1}   -0.79{col 57}{space 3}0.428{col 65}{space 4} -26.2362{col 78}{space 3} 11.13683
{txt}{space 17}gwbush {c |}{col 25}{res}{space 2}  .757307{col 37}{space 2} 8.090807{col 48}{space 1}    0.09{col 57}{space 3}0.925{col 65}{space 4}-15.10038{col 78}{space 3}   16.615
{txt}{space 18}_cons {c |}{col 25}{res}{space 2}-2.531083{col 37}{space 2} 12.45534{col 48}{space 1}   -0.20{col 57}{space 3}0.839{col 65}{space 4}-26.94309{col 78}{space 3} 21.88093
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res} 15.371649
                {txt}sigma_e {c |} {res} 42.708631
                    {txt}rho {c |} {res} .11468519{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1195{col 25} -6426.61{col 37}-6155.558{col 48}   20{col 57} 12351.12{col 69} 12452.83
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * MODEL (3.1b): INCLUSION OF ONLY GENERALIZED PROPOSAL (EXECREQGP) & "CONTROL" COVARIATES FROM EIP MODEL (INCLUSION OF ADMINISTRATION SPECIFIC TIME-WISE FIXED EFFECT DUMMIES: KENNEDY-JOHNSON BASELINE CAPTURED IN THE INTERCEPT) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. xtreg appgrowth execreqgp hdempctai sdempctai congelyr cpartmajchangecorrected asctha asciha lagbudgetgap ueratecong lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp nixonford carter reagan ghwbush clinton gwbush if ip!=., ///
>           fe vce(bootstrap, nodots bca reps(10000) seed(123))
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1195
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.1703                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.0069                                        {txt}avg = {res}     37.3
{txt}       overall = {res}0.0564                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}20{txt})      = {res}        .
{txt}corr(u_i, Xb)  = {res}-0.8227                        {txt}Prob > chi2        =    {res}     .

{txt}{ralign 89:(Replications based on {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}   Observed{col 37}   Bootstrap{col 65}         Norm{col 78}al-based
{col 1}              appgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      z{col 57}   P>|z|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 14}execreqgp {c |}{col 25}{res}{space 2} 1.712869{col 37}{space 2} .4381634{col 48}{space 1}    3.91{col 57}{space 3}0.000{col 65}{space 4} .8540845{col 78}{space 3} 2.571653
{txt}{space 14}hdempctai {c |}{col 25}{res}{space 2}-.5012224{col 37}{space 2}  .530834{col 48}{space 1}   -0.94{col 57}{space 3}0.345{col 65}{space 4}-1.541638{col 78}{space 3} .5391931
{txt}{space 14}sdempctai {c |}{col 25}{res}{space 2}-.1704834{col 37}{space 2} .3707386{col 48}{space 1}   -0.46{col 57}{space 3}0.646{col 65}{space 4}-.8971178{col 78}{space 3}  .556151
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2}-.8994672{col 37}{space 2} 3.162803{col 48}{space 1}   -0.28{col 57}{space 3}0.776{col 65}{space 4}-7.098448{col 78}{space 3} 5.299514
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2}-.4756014{col 37}{space 2} 2.768553{col 48}{space 1}   -0.17{col 57}{space 3}0.864{col 65}{space 4}-5.901865{col 78}{space 3} 4.950663
{txt}{space 17}asctha {c |}{col 25}{res}{space 2} .9568296{col 37}{space 2} .8179366{col 48}{space 1}    1.17{col 57}{space 3}0.242{col 65}{space 4}-.6462967{col 78}{space 3} 2.559956
{txt}{space 17}asciha {c |}{col 25}{res}{space 2}  2.55979{col 37}{space 2} 11.24702{col 48}{space 1}    0.23{col 57}{space 3}0.820{col 65}{space 4}-19.48396{col 78}{space 3} 24.60354
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2}-1.075588{col 37}{space 2} .2353579{col 48}{space 1}   -4.57{col 57}{space 3}0.000{col 65}{space 4}-1.536881{col 78}{space 3}-.6142951
{txt}{space 13}ueratecong {c |}{col 25}{res}{space 2}-1.524421{col 37}{space 2} 2.383999{col 48}{space 1}   -0.64{col 57}{space 3}0.523{col 65}{space 4}-6.196974{col 78}{space 3} 3.148132
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2}-2.914403{col 37}{space 2} 1.460224{col 48}{space 1}   -2.00{col 57}{space 3}0.046{col 65}{space 4}-5.776389{col 78}{space 3}-.0524171
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2} 13.14615{col 37}{space 2} 5.097291{col 48}{space 1}    2.58{col 57}{space 3}0.010{col 65}{space 4} 3.155646{col 78}{space 3} 23.13666
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2}  2.01636{col 37}{space 2} 9.718596{col 48}{space 1}    0.21{col 57}{space 3}0.836{col 65}{space 4}-17.03174{col 78}{space 3} 21.06446
{txt}{space 20}grh {c |}{col 25}{res}{space 2}  5.41629{col 37}{space 2} 5.888447{col 48}{space 1}    0.92{col 57}{space 3}0.358{col 65}{space 4}-6.124854{col 78}{space 3} 16.95744
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2} 2.732307{col 37}{space 2} 4.360023{col 48}{space 1}    0.63{col 57}{space 3}0.531{col 65}{space 4} -5.81318{col 78}{space 3} 11.27779
{txt}{space 14}nixonford {c |}{col 25}{res}{space 2} 15.56503{col 37}{space 2}  7.83836{col 48}{space 1}    1.99{col 57}{space 3}0.047{col 65}{space 4} .2021237{col 78}{space 3} 30.92793
{txt}{space 17}carter {c |}{col 25}{res}{space 2} 8.489982{col 37}{space 2} 10.64575{col 48}{space 1}    0.80{col 57}{space 3}0.425{col 65}{space 4} -12.3753{col 78}{space 3} 29.35526
{txt}{space 17}reagan {c |}{col 25}{res}{space 2} 8.562542{col 37}{space 2} 12.86109{col 48}{space 1}    0.67{col 57}{space 3}0.506{col 65}{space 4}-16.64474{col 78}{space 3} 33.76982
{txt}{space 16}ghwbush {c |}{col 25}{res}{space 2} 11.96785{col 37}{space 2}  12.0874{col 48}{space 1}    0.99{col 57}{space 3}0.322{col 65}{space 4}-11.72301{col 78}{space 3} 35.65872
{txt}{space 16}clinton {c |}{col 25}{res}{space 2} 2.426687{col 37}{space 2} 13.30232{col 48}{space 1}    0.18{col 57}{space 3}0.855{col 65}{space 4}-23.64538{col 78}{space 3} 28.49875
{txt}{space 17}gwbush {c |}{col 25}{res}{space 2} 11.64907{col 37}{space 2} 12.32133{col 48}{space 1}    0.95{col 57}{space 3}0.344{col 65}{space 4}-12.50029{col 78}{space 3} 35.79843
{txt}{space 18}_cons {c |}{col 25}{res}{space 2}-9.980577{col 37}{space 2} 17.20384{col 48}{space 1}   -0.58{col 57}{space 3}0.562{col 65}{space 4}-43.69949{col 78}{space 3} 23.73833
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res} 33.601477
                {txt}sigma_e {c |} {res} 48.806966
                    {txt}rho {c |} {res} .32156127{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1195{col 25} -6426.61{col 37}-6315.057{col 48}   20{col 57} 12670.11{col 69} 12771.83
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * MODEL (3.1c):  EXTERNALLY-INDUCED PREFERENCE (EIP) PROPOSAL & INTERNALLY-INDUCED BUDGETARY PREFERENCES (IP), INCLUSION OF "CONTROL" COVARIATES IN EIP MODEL: INCLUSION OF ADMINISTRATION SPECIFIC TIME-WISE FIXED EFFECT DUMMIES (KENNEDY-JOHNSON BASELINE CAPTURED IN THE INTERCEPT) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. xtreg appgrowth eip ip hdempctai sdempctai congelyr cpartmajchangecorrected asctha asciha lagbudgetgap ueratecong lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp nixonford carter reagan ghwbush clinton gwbush, fe vce(bootstrap, nodots bca reps(10000) seed(123))
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1195
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.1705                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.0227                                        {txt}avg = {res}     37.3
{txt}       overall = {res}0.0100                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}21{txt})      = {res}        .
{txt}corr(u_i, Xb)  = {res}-0.9776                        {txt}Prob > chi2        =    {res}     .

{txt}{ralign 89:(Replications based on {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}   Observed{col 37}   Bootstrap{col 65}         Norm{col 78}al-based
{col 1}              appgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      z{col 57}   P>|z|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 20}eip {c |}{col 25}{res}{space 2} 7.388974{col 37}{space 2} 11.31752{col 48}{space 1}    0.65{col 57}{space 3}0.514{col 65}{space 4}-14.79296{col 78}{space 3}  29.5709
{txt}{space 21}ip {c |}{col 25}{res}{space 2} 1.703416{col 37}{space 2} .4406962{col 48}{space 1}    3.87{col 57}{space 3}0.000{col 65}{space 4} .8396678{col 78}{space 3} 2.567165
{txt}{space 14}hdempctai {c |}{col 25}{res}{space 2}-.6426383{col 37}{space 2} .5395407{col 48}{space 1}   -1.19{col 57}{space 3}0.234{col 65}{space 4}-1.700119{col 78}{space 3}  .414842
{txt}{space 14}sdempctai {c |}{col 25}{res}{space 2}-1.554171{col 37}{space 2} 2.922123{col 48}{space 1}   -0.53{col 57}{space 3}0.595{col 65}{space 4}-7.281426{col 78}{space 3} 4.173084
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2}-38.59154{col 37}{space 2} 75.11869{col 48}{space 1}   -0.51{col 57}{space 3}0.607{col 65}{space 4}-185.8215{col 78}{space 3} 108.6384
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2} 17.12652{col 37}{space 2} 35.31808{col 48}{space 1}    0.48{col 57}{space 3}0.628{col 65}{space 4}-52.09565{col 78}{space 3} 86.34868
{txt}{space 17}asctha {c |}{col 25}{res}{space 2} 5.012333{col 37}{space 2} 7.876414{col 48}{space 1}    0.64{col 57}{space 3}0.525{col 65}{space 4}-10.42516{col 78}{space 3} 20.44982
{txt}{space 17}asciha {c |}{col 25}{res}{space 2}-27.39788{col 37}{space 2} 60.03821{col 48}{space 1}   -0.46{col 57}{space 3}0.648{col 65}{space 4}-145.0706{col 78}{space 3} 90.27485
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2}-3.482972{col 37}{space 2}  4.80156{col 48}{space 1}   -0.73{col 57}{space 3}0.468{col 65}{space 4}-12.89386{col 78}{space 3} 5.927913
{txt}{space 13}ueratecong {c |}{col 25}{res}{space 2}-2.122339{col 37}{space 2} 3.059776{col 48}{space 1}   -0.69{col 57}{space 3}0.488{col 65}{space 4}-8.119389{col 78}{space 3} 3.874711
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2}-12.91269{col 37}{space 2}  20.2715{col 48}{space 1}   -0.64{col 57}{space 3}0.524{col 65}{space 4} -52.6441{col 78}{space 3} 26.81871
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2} 42.53297{col 37}{space 2} 57.37143{col 48}{space 1}    0.74{col 57}{space 3}0.458{col 65}{space 4}-69.91297{col 78}{space 3} 154.9789
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2} 21.93331{col 37}{space 2} 40.51367{col 48}{space 1}    0.54{col 57}{space 3}0.588{col 65}{space 4}-57.47202{col 78}{space 3} 101.3386
{txt}{space 20}grh {c |}{col 25}{res}{space 2} 23.46684{col 37}{space 2} 34.61988{col 48}{space 1}    0.68{col 57}{space 3}0.498{col 65}{space 4}-44.38689{col 78}{space 3} 91.32056
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2} 17.00422{col 37}{space 2} 27.34892{col 48}{space 1}    0.62{col 57}{space 3}0.534{col 65}{space 4}-36.59867{col 78}{space 3} 70.60712
{txt}{space 14}nixonford {c |}{col 25}{res}{space 2} 13.67007{col 37}{space 2} 7.511391{col 48}{space 1}    1.82{col 57}{space 3}0.069{col 65}{space 4}-1.051991{col 78}{space 3} 28.39212
{txt}{space 17}carter {c |}{col 25}{res}{space 2} 6.273283{col 37}{space 2}  10.3162{col 48}{space 1}    0.61{col 57}{space 3}0.543{col 65}{space 4} -13.9461{col 78}{space 3} 26.49266
{txt}{space 17}reagan {c |}{col 25}{res}{space 2} 5.529524{col 37}{space 2} 12.24864{col 48}{space 1}    0.45{col 57}{space 3}0.652{col 65}{space 4}-18.47738{col 78}{space 3} 29.53643
{txt}{space 16}ghwbush {c |}{col 25}{res}{space 2} 10.66205{col 37}{space 2} 11.63444{col 48}{space 1}    0.92{col 57}{space 3}0.359{col 65}{space 4}-12.14103{col 78}{space 3} 33.46512
{txt}{space 16}clinton {c |}{col 25}{res}{space 2} .4339836{col 37}{space 2} 13.26287{col 48}{space 1}    0.03{col 57}{space 3}0.974{col 65}{space 4}-25.56077{col 78}{space 3} 26.42874
{txt}{space 17}gwbush {c |}{col 25}{res}{space 2} 10.65657{col 37}{space 2}  12.1009{col 48}{space 1}    0.88{col 57}{space 3}0.379{col 65}{space 4}-13.06076{col 78}{space 3} 34.37391
{txt}{space 18}_cons {c |}{col 25}{res}{space 2}-48.95678{col 37}{space 2} 85.53291{col 48}{space 1}   -0.57{col 57}{space 3}0.567{col 65}{space 4}-216.5982{col 78}{space 3} 118.6847
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res} 106.03816
                {txt}sigma_e {c |} {res} 48.822842
                    {txt}rho {c |} {res} .82508719{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1195{col 25} -6426.61{col 37}-6314.923{col 48}   21{col 57} 12671.85{col 69} 12778.65
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * ASYMMETRIC PRESIDENTIAL BUDGETARY INFLUENCE, I: MULTIPLICATIVE MODELS INVOLVING UNIFIED/DIVIDED PARTY GOVERNMENT DISTINCTION [= 1 IF ALL BRANCHES CONTROLLED BY A SINGLE PARTY, = 0 IF OTHERWISE] *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. 
. 
. generate prgrowthupg=prgrowth*unifiedpartygovt
{txt}(282 missing values generated)

{com}. 
. generate execreqgpupg=execreqgp*unifiedpartygovt
{txt}(398 missing values generated)

{com}. 
. generate eipupg=eip*unifiedpartygovt
{txt}(318 missing values generated)

{com}. 
. generate ipupg=ip*unifiedpartygovt
{txt}(398 missing values generated)

{com}. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * MODEL (3.2a): INCLUSION OF OBSERVED EXECUTIVE BUDGET PROPOSAL GROWTH & "CONTROL" COVARIATES FROM EIP MODEL (INCLUSION OF ADMINISTRATION SPECIFIC TIME-WISE FIXED EFFECT DUMMIES: KENNEDY-JOHNSON BASELINE CAPTURED IN THE INTERCEPT) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. xtreg appgrowth prgrowth prgrowthupg unifiedpartygovt hdempctai sdempctai congelyr cpartmajchangecorrected asctha asciha lagbudgetgap ueratecong lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp nixonford carter reagan ghwbush clinton gwbush if ip!=., ///
>           fe vce(bootstrap, nodots bca reps(10000) seed(123))
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1195
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.3697                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.0102                                        {txt}avg = {res}     37.3
{txt}       overall = {res}0.3109                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}22{txt})      = {res}        .
{txt}corr(u_i, Xb)  = {res}-0.3946                        {txt}Prob > chi2        =    {res}     .

{txt}{ralign 89:(Replications based on {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}   Observed{col 37}   Bootstrap{col 65}         Norm{col 78}al-based
{col 1}              appgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      z{col 57}   P>|z|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}prgrowth {c |}{col 25}{res}{space 2} .5657428{col 37}{space 2} .1118886{col 48}{space 1}    5.06{col 57}{space 3}0.000{col 65}{space 4} .3464451{col 78}{space 3} .7850405
{txt}{space 12}prgrowthupg {c |}{col 25}{res}{space 2} .1121698{col 37}{space 2} .1234353{col 48}{space 1}    0.91{col 57}{space 3}0.363{col 65}{space 4}-.1297589{col 78}{space 3} .3540985
{txt}{space 7}unifiedpartygovt {c |}{col 25}{res}{space 2}-13.29244{col 37}{space 2} 4.409678{col 48}{space 1}   -3.01{col 57}{space 3}0.003{col 65}{space 4}-21.93525{col 78}{space 3}-4.649625
{txt}{space 14}hdempctai {c |}{col 25}{res}{space 2}-.1549983{col 37}{space 2}  .388959{col 48}{space 1}   -0.40{col 57}{space 3}0.690{col 65}{space 4}-.9173439{col 78}{space 3} .6073473
{txt}{space 14}sdempctai {c |}{col 25}{res}{space 2} .0308897{col 37}{space 2}  .364877{col 48}{space 1}    0.08{col 57}{space 3}0.933{col 65}{space 4} -.684256{col 78}{space 3} .7460354
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2} 7.613203{col 37}{space 2} 2.385474{col 48}{space 1}    3.19{col 57}{space 3}0.001{col 65}{space 4} 2.937759{col 78}{space 3} 12.28865
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2}-3.759512{col 37}{space 2} 2.528613{col 48}{space 1}   -1.49{col 57}{space 3}0.137{col 65}{space 4}-8.715502{col 78}{space 3} 1.196479
{txt}{space 17}asctha {c |}{col 25}{res}{space 2}  .077042{col 37}{space 2} .6322431{col 48}{space 1}    0.12{col 57}{space 3}0.903{col 65}{space 4}-1.162132{col 78}{space 3} 1.316216
{txt}{space 17}asciha {c |}{col 25}{res}{space 2} 8.457977{col 37}{space 2}  7.10442{col 48}{space 1}    1.19{col 57}{space 3}0.234{col 65}{space 4}-5.466429{col 78}{space 3} 22.38238
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2}-.6557268{col 37}{space 2} .0739444{col 48}{space 1}   -8.87{col 57}{space 3}0.000{col 65}{space 4} -.800655{col 78}{space 3}-.5107985
{txt}{space 13}ueratecong {c |}{col 25}{res}{space 2} 1.558922{col 37}{space 2} 2.469325{col 48}{space 1}    0.63{col 57}{space 3}0.528{col 65}{space 4}-3.280866{col 78}{space 3}  6.39871
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2}-.5686592{col 37}{space 2} 1.080509{col 48}{space 1}   -0.53{col 57}{space 3}0.599{col 65}{space 4}-2.686418{col 78}{space 3} 1.549099
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2} 5.810384{col 37}{space 2} 3.486041{col 48}{space 1}    1.67{col 57}{space 3}0.096{col 65}{space 4}-1.022131{col 78}{space 3}  12.6429
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2}-5.322801{col 37}{space 2} 9.589805{col 48}{space 1}   -0.56{col 57}{space 3}0.579{col 65}{space 4}-24.11847{col 78}{space 3} 13.47287
{txt}{space 20}grh {c |}{col 25}{res}{space 2} 4.177091{col 37}{space 2} 4.542096{col 48}{space 1}    0.92{col 57}{space 3}0.358{col 65}{space 4}-4.725254{col 78}{space 3} 13.07944
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2} .5347634{col 37}{space 2} 4.212906{col 48}{space 1}    0.13{col 57}{space 3}0.899{col 65}{space 4} -7.72238{col 78}{space 3} 8.791907
{txt}{space 14}nixonford {c |}{col 25}{res}{space 2}-4.964313{col 37}{space 2} 7.282715{col 48}{space 1}   -0.68{col 57}{space 3}0.495{col 65}{space 4}-19.23817{col 78}{space 3} 9.309545
{txt}{space 17}carter {c |}{col 25}{res}{space 2}-.9545799{col 37}{space 2} 7.794056{col 48}{space 1}   -0.12{col 57}{space 3}0.903{col 65}{space 4}-16.23065{col 78}{space 3} 14.32149
{txt}{space 17}reagan {c |}{col 25}{res}{space 2}-13.97768{col 37}{space 2} 10.94394{col 48}{space 1}   -1.28{col 57}{space 3}0.202{col 65}{space 4} -35.4274{col 78}{space 3} 7.472037
{txt}{space 16}ghwbush {c |}{col 25}{res}{space 2}-12.33337{col 37}{space 2} 9.049451{col 48}{space 1}   -1.36{col 57}{space 3}0.173{col 65}{space 4}-30.06996{col 78}{space 3} 5.403231
{txt}{space 16}clinton {c |}{col 25}{res}{space 2}-11.92495{col 37}{space 2} 9.721431{col 48}{space 1}   -1.23{col 57}{space 3}0.220{col 65}{space 4}-30.97861{col 78}{space 3} 7.128702
{txt}{space 17}gwbush {c |}{col 25}{res}{space 2} .1457007{col 37}{space 2} 7.948695{col 48}{space 1}    0.02{col 57}{space 3}0.985{col 65}{space 4}-15.43346{col 78}{space 3} 15.72486
{txt}{space 18}_cons {c |}{col 25}{res}{space 2} 4.690192{col 37}{space 2} 12.13181{col 48}{space 1}    0.39{col 57}{space 3}0.699{col 65}{space 4}-19.08773{col 78}{space 3} 28.46811
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res} 15.651004
                {txt}sigma_e {c |} {res} 42.576148
                    {txt}rho {c |} {res} .11904361{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1195{col 25} -6426.61{col 37}-6150.799{col 48}   22{col 57}  12345.6{col 69} 12457.49
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. *
. test prgrowth + prgrowthupg = 0

{p 0 7}{space 1}{text:( 1)}{space 1} {res}prgrowth + prgrowthupg = 0{p_end}

{txt}{col 12}chi2(  1) ={res}   73.20
{txt}{col 10}Prob > chi2 =  {res}  0.0000
{txt}
{com}. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * MODEL (3.2b): INCLUSION OF ONLY GENERALIZED PROPOSAL (EXECREQGP)  & "CONTROL" COVARIATES FROM EIP MODEL (INCLUSION OF ADMINISTRATION SPECIFIC TIME-WISE FIXED EFFECT DUMMIES: KENNEDY-JOHNSON BASELINE CAPTURED IN THE INTERCEPT) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. xtreg appgrowth execreqgp execreqgpupg unifiedpartygovt hdempctai sdempctai congelyr cpartmajchangecorrected asctha asciha lagbudgetgap ueratecong lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp nixonford carter reagan ghwbush clinton gwbush if ip!=., ///
>           fe vce(bootstrap, nodots bca reps(10000) seed(123))
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1195
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2124                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.0037                                        {txt}avg = {res}     37.3
{txt}       overall = {res}0.0707                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}22{txt})      = {res}        .
{txt}corr(u_i, Xb)  = {res}-0.8190                        {txt}Prob > chi2        =    {res}     .

{txt}{ralign 89:(Replications based on {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}   Observed{col 37}   Bootstrap{col 65}         Norm{col 78}al-based
{col 1}              appgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      z{col 57}   P>|z|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 14}execreqgp {c |}{col 25}{res}{space 2} 2.020223{col 37}{space 2} .4408558{col 48}{space 1}    4.58{col 57}{space 3}0.000{col 65}{space 4} 1.156161{col 78}{space 3} 2.884284
{txt}{space 11}execreqgpupg {c |}{col 25}{res}{space 2} -1.23119{col 37}{space 2} .5415868{col 48}{space 1}   -2.27{col 57}{space 3}0.023{col 65}{space 4} -2.29268{col 78}{space 3}-.1696994
{txt}{space 7}unifiedpartygovt {c |}{col 25}{res}{space 2}-9.452386{col 37}{space 2} 4.871616{col 48}{space 1}   -1.94{col 57}{space 3}0.052{col 65}{space 4}-19.00058{col 78}{space 3} .0958057
{txt}{space 14}hdempctai {c |}{col 25}{res}{space 2}-.8806803{col 37}{space 2} .6252977{col 48}{space 1}   -1.41{col 57}{space 3}0.159{col 65}{space 4}-2.106241{col 78}{space 3} .3448806
{txt}{space 14}sdempctai {c |}{col 25}{res}{space 2} .1312169{col 37}{space 2} .4371488{col 48}{space 1}    0.30{col 57}{space 3}0.764{col 65}{space 4} -.725579{col 78}{space 3} .9880128
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2} -.450477{col 37}{space 2} 2.858334{col 48}{space 1}   -0.16{col 57}{space 3}0.875{col 65}{space 4}-6.052709{col 78}{space 3} 5.151755
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2} .8289462{col 37}{space 2} 2.159971{col 48}{space 1}    0.38{col 57}{space 3}0.701{col 65}{space 4}-3.404519{col 78}{space 3} 5.062412
{txt}{space 17}asctha {c |}{col 25}{res}{space 2} .8245754{col 37}{space 2} .7624719{col 48}{space 1}    1.08{col 57}{space 3}0.279{col 65}{space 4}-.6698421{col 78}{space 3} 2.318993
{txt}{space 17}asciha {c |}{col 25}{res}{space 2} 10.40209{col 37}{space 2} 11.04465{col 48}{space 1}    0.94{col 57}{space 3}0.346{col 65}{space 4}-11.24503{col 78}{space 3} 32.04921
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2}-1.021288{col 37}{space 2}  .167572{col 48}{space 1}   -6.09{col 57}{space 3}0.000{col 65}{space 4}-1.349723{col 78}{space 3}-.6928528
{txt}{space 13}ueratecong {c |}{col 25}{res}{space 2}-.7502666{col 37}{space 2} 2.378616{col 48}{space 1}   -0.32{col 57}{space 3}0.752{col 65}{space 4}-5.412268{col 78}{space 3} 3.911735
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2}-3.671839{col 37}{space 2} 1.518524{col 48}{space 1}   -2.42{col 57}{space 3}0.016{col 65}{space 4}-6.648091{col 78}{space 3}-.6955872
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2}  13.6124{col 37}{space 2} 4.694512{col 48}{space 1}    2.90{col 57}{space 3}0.004{col 65}{space 4} 4.411327{col 78}{space 3} 22.81347
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2}-2.530162{col 37}{space 2} 9.955605{col 48}{space 1}   -0.25{col 57}{space 3}0.799{col 65}{space 4}-22.04279{col 78}{space 3} 16.98247
{txt}{space 20}grh {c |}{col 25}{res}{space 2}  7.12775{col 37}{space 2} 5.714736{col 48}{space 1}    1.25{col 57}{space 3}0.212{col 65}{space 4}-4.072927{col 78}{space 3} 18.32843
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2} 2.878036{col 37}{space 2} 4.773051{col 48}{space 1}    0.60{col 57}{space 3}0.547{col 65}{space 4}-6.476972{col 78}{space 3} 12.23304
{txt}{space 14}nixonford {c |}{col 25}{res}{space 2}-2.988779{col 37}{space 2} 10.94882{col 48}{space 1}   -0.27{col 57}{space 3}0.785{col 65}{space 4}-24.44807{col 78}{space 3} 18.47051
{txt}{space 17}carter {c |}{col 25}{res}{space 2} 7.607702{col 37}{space 2} 11.13467{col 48}{space 1}    0.68{col 57}{space 3}0.494{col 65}{space 4}-14.21585{col 78}{space 3} 29.43126
{txt}{space 17}reagan {c |}{col 25}{res}{space 2} -8.44645{col 37}{space 2}  16.2126{col 48}{space 1}   -0.52{col 57}{space 3}0.602{col 65}{space 4}-40.22256{col 78}{space 3} 23.32966
{txt}{space 16}ghwbush {c |}{col 25}{res}{space 2}-3.934829{col 37}{space 2} 13.89131{col 48}{space 1}   -0.28{col 57}{space 3}0.777{col 65}{space 4} -31.1613{col 78}{space 3} 23.29164
{txt}{space 16}clinton {c |}{col 25}{res}{space 2}-8.953514{col 37}{space 2} 13.54343{col 48}{space 1}   -0.66{col 57}{space 3}0.509{col 65}{space 4}-35.49816{col 78}{space 3} 17.59113
{txt}{space 17}gwbush {c |}{col 25}{res}{space 2} 4.869602{col 37}{space 2} 12.49813{col 48}{space 1}    0.39{col 57}{space 3}0.697{col 65}{space 4}-19.62629{col 78}{space 3} 29.36549
{txt}{space 18}_cons {c |}{col 25}{res}{space 2} .7381406{col 37}{space 2} 15.39597{col 48}{space 1}    0.05{col 57}{space 3}0.962{col 65}{space 4}-29.43741{col 78}{space 3} 30.91369
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res} 36.921321
                {txt}sigma_e {c |} {res} 47.593075
                    {txt}rho {c |} {res} .37571029{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1195{col 25} -6426.61{col 37}-6283.914{col 48}   22{col 57} 12611.83{col 69} 12723.72
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. *
. test execreqgp + execreqgpupg  = 0

{p 0 7}{space 1}{text:( 1)}{space 1} {res}execreqgp + execreqgpupg = 0{p_end}

{txt}{col 12}chi2(  1) ={res}    5.22
{txt}{col 10}Prob > chi2 =  {res}  0.0224
{txt}
{com}. 
. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * MODEL (3.2c): EXTERNALLY-INDUCED PREFERENCE (EIP) PROPOSAL & INTERNALLY-INDUCED BUDGETARY PREFERENCES (IP), INCLUSION OF "CONTROL" COVARIATES IN EIP MODEL: INCLUSION OF ADMINISTRATION SPECIFIC TIME-WISE FIXED EFFECT DUMMIES (KENNEDY-JOHNSON BASELINE CAPTURED IN THE INTERCEPT) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. xtreg appgrowth eip eipupg ip ipupg unifiedpartygovt hdempctai sdempctai congelyr cpartmajchangecorrected asctha asciha lagbudgetgap ueratecong lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp nixonford carter reagan ghwbush clinton gwbush, fe vce(bootstrap, nodots bca reps(10000) seed(123))
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1195
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2137                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.0223                                        {txt}avg = {res}     37.3
{txt}       overall = {res}0.0091                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}24{txt})      = {res}        .
{txt}corr(u_i, Xb)  = {res}-0.9841                        {txt}Prob > chi2        =    {res}     .

{txt}{ralign 89:(Replications based on {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}   Observed{col 37}   Bootstrap{col 65}         Norm{col 78}al-based
{col 1}              appgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      z{col 57}   P>|z|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 20}eip {c |}{col 25}{res}{space 2} 10.07186{col 37}{space 2} 11.86287{col 48}{space 1}    0.85{col 57}{space 3}0.396{col 65}{space 4}-13.17894{col 78}{space 3} 33.32265
{txt}{space 17}eipupg {c |}{col 25}{res}{space 2}-1.190739{col 37}{space 2} .5195484{col 48}{space 1}   -2.29{col 57}{space 3}0.022{col 65}{space 4}-2.209035{col 78}{space 3}-.1724426
{txt}{space 21}ip {c |}{col 25}{res}{space 2} 1.767212{col 37}{space 2} .4381274{col 48}{space 1}    4.03{col 57}{space 3}0.000{col 65}{space 4}  .908498{col 78}{space 3} 2.625926
{txt}{space 18}ipupg {c |}{col 25}{res}{space 2}-.5112631{col 37}{space 2} .8887434{col 48}{space 1}   -0.58{col 57}{space 3}0.565{col 65}{space 4}-2.253168{col 78}{space 3} 1.230642
{txt}{space 7}unifiedpartygovt {c |}{col 25}{res}{space 2}-9.274504{col 37}{space 2} 5.181738{col 48}{space 1}   -1.79{col 57}{space 3}0.073{col 65}{space 4}-19.43052{col 78}{space 3} .8815158
{txt}{space 14}hdempctai {c |}{col 25}{res}{space 2}-1.093279{col 37}{space 2} .6074295{col 48}{space 1}   -1.80{col 57}{space 3}0.072{col 65}{space 4}-2.283819{col 78}{space 3} .0972609
{txt}{space 14}sdempctai {c |}{col 25}{res}{space 2}-1.872659{col 37}{space 2} 3.102756{col 48}{space 1}   -0.60{col 57}{space 3}0.546{col 65}{space 4}-7.953948{col 78}{space 3} 4.208631
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2}-53.89528{col 37}{space 2} 78.85492{col 48}{space 1}   -0.68{col 57}{space 3}0.494{col 65}{space 4}-208.4481{col 78}{space 3} 100.6575
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2} 25.91185{col 37}{space 2} 36.71583{col 48}{space 1}    0.71{col 57}{space 3}0.480{col 65}{space 4}-46.04985{col 78}{space 3} 97.87355
{txt}{space 17}asctha {c |}{col 25}{res}{space 2} 6.623569{col 37}{space 2} 8.346787{col 48}{space 1}    0.79{col 57}{space 3}0.427{col 65}{space 4}-9.735833{col 78}{space 3} 22.98297
{txt}{space 17}asciha {c |}{col 25}{res}{space 2}-32.31907{col 37}{space 2} 64.28366{col 48}{space 1}   -0.50{col 57}{space 3}0.615{col 65}{space 4}-158.3127{col 78}{space 3} 93.67459
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2}-4.439548{col 37}{space 2} 5.050774{col 48}{space 1}   -0.88{col 57}{space 3}0.379{col 65}{space 4}-14.33888{col 78}{space 3} 5.459787
{txt}{space 13}ueratecong {c |}{col 25}{res}{space 2}-1.488043{col 37}{space 2} 3.048862{col 48}{space 1}   -0.49{col 57}{space 3}0.626{col 65}{space 4}-7.463703{col 78}{space 3} 4.487618
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2}-17.88972{col 37}{space 2} 21.38752{col 48}{space 1}   -0.84{col 57}{space 3}0.403{col 65}{space 4}-59.80848{col 78}{space 3} 24.02904
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2} 55.34011{col 37}{space 2} 59.85731{col 48}{space 1}    0.92{col 57}{space 3}0.355{col 65}{space 4}-61.97807{col 78}{space 3} 172.6583
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2} 25.96449{col 37}{space 2} 42.38781{col 48}{space 1}    0.61{col 57}{space 3}0.540{col 65}{space 4}-57.11409{col 78}{space 3} 109.0431
{txt}{space 20}grh {c |}{col 25}{res}{space 2} 32.74183{col 37}{space 2} 36.66088{col 48}{space 1}    0.89{col 57}{space 3}0.372{col 65}{space 4}-39.11217{col 78}{space 3} 104.5958
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2} 23.07933{col 37}{space 2} 28.27095{col 48}{space 1}    0.82{col 57}{space 3}0.414{col 65}{space 4}-32.33072{col 78}{space 3} 78.48939
{txt}{space 14}nixonford {c |}{col 25}{res}{space 2}-5.527757{col 37}{space 2}  9.41398{col 48}{space 1}   -0.59{col 57}{space 3}0.557{col 65}{space 4}-23.97882{col 78}{space 3}  12.9233
{txt}{space 17}carter {c |}{col 25}{res}{space 2} 4.365994{col 37}{space 2} 10.73935{col 48}{space 1}    0.41{col 57}{space 3}0.684{col 65}{space 4}-16.68275{col 78}{space 3} 25.41474
{txt}{space 17}reagan {c |}{col 25}{res}{space 2}-12.92701{col 37}{space 2} 15.17599{col 48}{space 1}   -0.85{col 57}{space 3}0.394{col 65}{space 4} -42.6714{col 78}{space 3} 16.81738
{txt}{space 16}ghwbush {c |}{col 25}{res}{space 2} -6.09115{col 37}{space 2} 12.74612{col 48}{space 1}   -0.48{col 57}{space 3}0.633{col 65}{space 4}-31.07308{col 78}{space 3} 18.89078
{txt}{space 16}clinton {c |}{col 25}{res}{space 2}-11.30941{col 37}{space 2} 13.34495{col 48}{space 1}   -0.85{col 57}{space 3}0.397{col 65}{space 4}-37.46503{col 78}{space 3} 14.84621
{txt}{space 17}gwbush {c |}{col 25}{res}{space 2} 4.190161{col 37}{space 2} 11.87407{col 48}{space 1}    0.35{col 57}{space 3}0.724{col 65}{space 4} -19.0826{col 78}{space 3} 27.46292
{txt}{space 18}_cons {c |}{col 25}{res}{space 2}-56.16704{col 37}{space 2}  91.2783{col 48}{space 1}   -0.62{col 57}{space 3}0.538{col 65}{space 4}-235.0692{col 78}{space 3} 122.7351
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res} 141.26991
                {txt}sigma_e {c |} {res}  47.59785
                    {txt}rho {c |} {res}  .8980524{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1195{col 25} -6426.61{col 37}-6282.985{col 48}   24{col 57} 12613.97{col 69} 12736.03
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. *
. test ip + ipupg = 0

{p 0 7}{space 1}{text:( 1)}{space 1} {res}ip + ipupg = 0{p_end}

{txt}{col 12}chi2(  1) ={res}    3.23
{txt}{col 10}Prob > chi2 =  {res}  0.0721
{txt}
{com}. 
. test eip + eipupg = 0 

{p 0 7}{space 1}{text:( 1)}{space 1} {res}eip + eipupg = 0{p_end}

{txt}{col 12}chi2(  1) ={res}    0.55
{txt}{col 10}Prob > chi2 =  {res}  0.4596
{txt}
{com}. 
. *
. 
. test ip = eip

{p 0 7}{space 1}{text:( 1)}{space 1}{space 1}{res}- eip + ip = 0{p_end}

{txt}{col 12}chi2(  1) ={res}    0.50
{txt}{col 10}Prob > chi2 =  {res}  0.4805
{txt}
{com}. 
. test ip + ipupg = eip + eipupg

{p 0 7}{space 1}{text:( 1)}{space 1}{space 1}{res}- eip - eipupg + ip + ipupg = 0{p_end}

{txt}{col 12}chi2(  1) ={res}    0.39
{txt}{col 10}Prob > chi2 =  {res}  0.5310
{txt}
{com}. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. 
. 
. 
. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * ASYMMETRIC PRESIDENTIAL BUDGETARY INDFLUENCE, II: MULTIPLICATIVE MODELS INVOLVING PRESIDENTS SEEKS LESS OR EQUAL FUNDING VIS-A-VIS CONGRESS [= 1 if REQUEST <= APPROPRIATIONS; = 0 if REQUEST > APPROPRIATIONS] *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. generate prgrowthasym=prgrowth*asymmetric
{txt}(282 missing values generated)

{com}. 
. generate execreqgpasym=execreqgp*asymmetric
{txt}(398 missing values generated)

{com}. 
. generate eipasym=eip*asymmetric
{txt}(318 missing values generated)

{com}. 
. generate ipasym=ip*asymmetric
{txt}(398 missing values generated)

{com}. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * MODEL (3.3a): INCLUSION OF OBSERVED EXECUTIVE BUDGET PROPOSAL GROWTH & "CONTROL" COVARIATES FROM EIP MODEL (INCLUSION OF ADMINISTRATION SPECIFIC TIME-WISE FIXED EFFECT DUMMIES: KENNEDY-JOHNSON BASELINE CAPTURED IN THE INTERCEPT) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. xtreg appgrowth prgrowth prgrowthasym asymmetric hdempctai sdempctai congelyr cpartmajchangecorrected asctha asciha lagbudgetgap ueratecong lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp nixonford carter reagan ghwbush clinton gwbush if ip!=., ///
>           fe vce(bootstrap, nodots bca reps(10000) seed(123))
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1195
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.4394                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.0357                                        {txt}avg = {res}     37.3
{txt}       overall = {res}0.3700                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}22{txt})      = {res}        .
{txt}corr(u_i, Xb)  = {res}-0.4033                        {txt}Prob > chi2        =    {res}     .

{txt}{ralign 89:(Replications based on {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}   Observed{col 37}   Bootstrap{col 65}         Norm{col 78}al-based
{col 1}              appgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      z{col 57}   P>|z|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}prgrowth {c |}{col 25}{res}{space 2} .6794707{col 37}{space 2} .1346986{col 48}{space 1}    5.04{col 57}{space 3}0.000{col 65}{space 4} .4154662{col 78}{space 3} .9434752
{txt}{space 11}prgrowthasym {c |}{col 25}{res}{space 2}-.0738606{col 37}{space 2} .1259095{col 48}{space 1}   -0.59{col 57}{space 3}0.557{col 65}{space 4}-.3206386{col 78}{space 3} .1729175
{txt}{space 13}asymmetric {c |}{col 25}{res}{space 2} 31.81944{col 37}{space 2} 5.860917{col 48}{space 1}    5.43{col 57}{space 3}0.000{col 65}{space 4} 20.33225{col 78}{space 3} 43.30662
{txt}{space 14}hdempctai {c |}{col 25}{res}{space 2} .0471378{col 37}{space 2} .4439969{col 48}{space 1}    0.11{col 57}{space 3}0.915{col 65}{space 4}-.8230801{col 78}{space 3} .9173557
{txt}{space 14}sdempctai {c |}{col 25}{res}{space 2} .0997918{col 37}{space 2} .3771518{col 48}{space 1}    0.26{col 57}{space 3}0.791{col 65}{space 4}-.6394122{col 78}{space 3} .8389958
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2} 5.099445{col 37}{space 2} 2.014802{col 48}{space 1}    2.53{col 57}{space 3}0.011{col 65}{space 4} 1.150505{col 78}{space 3} 9.048385
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2}-2.699563{col 37}{space 2} 1.992206{col 48}{space 1}   -1.36{col 57}{space 3}0.175{col 65}{space 4}-6.604215{col 78}{space 3} 1.205088
{txt}{space 17}asctha {c |}{col 25}{res}{space 2} .2387257{col 37}{space 2} .5831925{col 48}{space 1}    0.41{col 57}{space 3}0.682{col 65}{space 4}-.9043106{col 78}{space 3} 1.381762
{txt}{space 17}asciha {c |}{col 25}{res}{space 2}-1.094484{col 37}{space 2} 5.301515{col 48}{space 1}   -0.21{col 57}{space 3}0.836{col 65}{space 4}-11.48526{col 78}{space 3} 9.296294
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2}-.7063002{col 37}{space 2} .0702566{col 48}{space 1}  -10.05{col 57}{space 3}0.000{col 65}{space 4}-.8440006{col 78}{space 3}-.5685997
{txt}{space 13}ueratecong {c |}{col 25}{res}{space 2}-.8325739{col 37}{space 2} 2.366626{col 48}{space 1}   -0.35{col 57}{space 3}0.725{col 65}{space 4}-5.471076{col 78}{space 3} 3.805928
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2}-.4664025{col 37}{space 2} 1.132366{col 48}{space 1}   -0.41{col 57}{space 3}0.680{col 65}{space 4}-2.685798{col 78}{space 3} 1.752993
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2}  .350934{col 37}{space 2} 3.237366{col 48}{space 1}    0.11{col 57}{space 3}0.914{col 65}{space 4}-5.994188{col 78}{space 3} 6.696056
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2} 1.826924{col 37}{space 2} 8.874744{col 48}{space 1}    0.21{col 57}{space 3}0.837{col 65}{space 4}-15.56726{col 78}{space 3}  19.2211
{txt}{space 20}grh {c |}{col 25}{res}{space 2}  .373124{col 37}{space 2} 4.318569{col 48}{space 1}    0.09{col 57}{space 3}0.931{col 65}{space 4}-8.091116{col 78}{space 3} 8.837364
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2}-.0125563{col 37}{space 2} 4.260493{col 48}{space 1}   -0.00{col 57}{space 3}0.998{col 65}{space 4}-8.362969{col 78}{space 3} 8.337856
{txt}{space 14}nixonford {c |}{col 25}{res}{space 2} 4.806541{col 37}{space 2} 5.988311{col 48}{space 1}    0.80{col 57}{space 3}0.422{col 65}{space 4}-6.930334{col 78}{space 3} 16.54342
{txt}{space 17}carter {c |}{col 25}{res}{space 2}-3.727131{col 37}{space 2} 7.475368{col 48}{space 1}   -0.50{col 57}{space 3}0.618{col 65}{space 4}-18.37858{col 78}{space 3} 10.92432
{txt}{space 17}reagan {c |}{col 25}{res}{space 2} 2.027244{col 37}{space 2}  9.70285{col 48}{space 1}    0.21{col 57}{space 3}0.835{col 65}{space 4}-16.98999{col 78}{space 3} 21.04448
{txt}{space 16}ghwbush {c |}{col 25}{res}{space 2} .7657038{col 37}{space 2} 8.744571{col 48}{space 1}    0.09{col 57}{space 3}0.930{col 65}{space 4}-16.37334{col 78}{space 3} 17.90475
{txt}{space 16}clinton {c |}{col 25}{res}{space 2}-4.609273{col 37}{space 2} 9.209907{col 48}{space 1}   -0.50{col 57}{space 3}0.617{col 65}{space 4}-22.66036{col 78}{space 3} 13.44181
{txt}{space 17}gwbush {c |}{col 25}{res}{space 2} -.970852{col 37}{space 2} 8.243581{col 48}{space 1}   -0.12{col 57}{space 3}0.906{col 65}{space 4}-17.12797{col 78}{space 3} 15.18627
{txt}{space 18}_cons {c |}{col 25}{res}{space 2}-13.44891{col 37}{space 2} 13.25381{col 48}{space 1}   -1.01{col 57}{space 3}0.310{col 65}{space 4} -39.4259{col 78}{space 3} 12.52807
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res} 16.712841
                {txt}sigma_e {c |} {res} 40.152343
                    {txt}rho {c |} {res} .14766834{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1195{col 25} -6426.61{col 37}-6080.756{col 48}   22{col 57} 12205.51{col 69}  12317.4
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. *
. test prgrowth + prgrowthasym = 0

{p 0 7}{space 1}{text:( 1)}{space 1} {res}prgrowth + prgrowthasym = 0{p_end}

{txt}{col 12}chi2(  1) ={res}   75.58
{txt}{col 10}Prob > chi2 =  {res}  0.0000
{txt}
{com}. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * MODEL (3.3b): INCLUSION OF ONLY GENERALIZED PROPOSAL (EXECREQGP) & "CONTROL" COVARIATES FROM EIP MODEL (INCLUSION OF ADMINISTRATION SPECIFIC TIME-WISE FIXED EFFECT DUMMIES: KENNEDY-JOHNSON BASELINE CAPTURED IN THE INTERCEPT) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. xtreg appgrowth  execreqgp execreqgpasym asymmetric hdempctai sdempctai congelyr cpartmajchangecorrected asctha asciha lagbudgetgap ueratecong lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp nixonford carter reagan ghwbush clinton gwbush if ip!=., ///
>           fe vce(bootstrap, nodots bca reps(10000) seed(123))
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1195
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2214                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.0158                                        {txt}avg = {res}     37.3
{txt}       overall = {res}0.0928                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}22{txt})      = {res}        .
{txt}corr(u_i, Xb)  = {res}-0.7704                        {txt}Prob > chi2        =    {res}     .

{txt}{ralign 89:(Replications based on {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}   Observed{col 37}   Bootstrap{col 65}         Norm{col 78}al-based
{col 1}              appgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      z{col 57}   P>|z|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 14}execreqgp {c |}{col 25}{res}{space 2} 2.090938{col 37}{space 2}  .481232{col 48}{space 1}    4.34{col 57}{space 3}0.000{col 65}{space 4} 1.147741{col 78}{space 3} 3.034136
{txt}{space 10}execreqgpasym {c |}{col 25}{res}{space 2}-.5771986{col 37}{space 2} .3956381{col 48}{space 1}   -1.46{col 57}{space 3}0.145{col 65}{space 4}-1.352635{col 78}{space 3} .1982377
{txt}{space 13}asymmetric {c |}{col 25}{res}{space 2} 24.68531{col 37}{space 2}  5.20318{col 48}{space 1}    4.74{col 57}{space 3}0.000{col 65}{space 4} 14.48726{col 78}{space 3} 34.88335
{txt}{space 14}hdempctai {c |}{col 25}{res}{space 2}-.4644418{col 37}{space 2} .6077586{col 48}{space 1}   -0.76{col 57}{space 3}0.445{col 65}{space 4}-1.655627{col 78}{space 3} .7267431
{txt}{space 14}sdempctai {c |}{col 25}{res}{space 2}-.1682351{col 37}{space 2} .3763111{col 48}{space 1}   -0.45{col 57}{space 3}0.655{col 65}{space 4}-.9057914{col 78}{space 3} .5693212
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2}-2.370247{col 37}{space 2}   3.1175{col 48}{space 1}   -0.76{col 57}{space 3}0.447{col 65}{space 4}-8.480435{col 78}{space 3}  3.73994
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2} .9202125{col 37}{space 2} 2.115363{col 48}{space 1}    0.44{col 57}{space 3}0.664{col 65}{space 4}-3.225823{col 78}{space 3} 5.066248
{txt}{space 17}asctha {c |}{col 25}{res}{space 2} 1.081223{col 37}{space 2} .7439192{col 48}{space 1}    1.45{col 57}{space 3}0.146{col 65}{space 4}-.3768321{col 78}{space 3} 2.539278
{txt}{space 17}asciha {c |}{col 25}{res}{space 2}-3.616528{col 37}{space 2} 9.826156{col 48}{space 1}   -0.37{col 57}{space 3}0.713{col 65}{space 4}-22.87544{col 78}{space 3} 15.64238
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2} -1.08527{col 37}{space 2} .2274801{col 48}{space 1}   -4.77{col 57}{space 3}0.000{col 65}{space 4}-1.531123{col 78}{space 3} -.639417
{txt}{space 13}ueratecong {c |}{col 25}{res}{space 2}-3.047804{col 37}{space 2} 2.384196{col 48}{space 1}   -1.28{col 57}{space 3}0.201{col 65}{space 4}-7.720742{col 78}{space 3} 1.625135
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2}-3.870918{col 37}{space 2} 1.429818{col 48}{space 1}   -2.71{col 57}{space 3}0.007{col 65}{space 4}-6.673309{col 78}{space 3}-1.068527
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2} 8.150233{col 37}{space 2} 4.222025{col 48}{space 1}    1.93{col 57}{space 3}0.054{col 65}{space 4}-.1247844{col 78}{space 3} 16.42525
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2}  1.49662{col 37}{space 2} 9.730694{col 48}{space 1}    0.15{col 57}{space 3}0.878{col 65}{space 4}-17.57519{col 78}{space 3} 20.56843
{txt}{space 20}grh {c |}{col 25}{res}{space 2} 3.603065{col 37}{space 2} 5.473662{col 48}{space 1}    0.66{col 57}{space 3}0.510{col 65}{space 4}-7.125114{col 78}{space 3} 14.33124
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2} 2.969043{col 37}{space 2} 4.418385{col 48}{space 1}    0.67{col 57}{space 3}0.502{col 65}{space 4}-5.690832{col 78}{space 3} 11.62892
{txt}{space 14}nixonford {c |}{col 25}{res}{space 2} 13.66835{col 37}{space 2} 7.864597{col 48}{space 1}    1.74{col 57}{space 3}0.082{col 65}{space 4}-1.745972{col 78}{space 3} 29.08268
{txt}{space 17}carter {c |}{col 25}{res}{space 2} 8.823581{col 37}{space 2} 10.52844{col 48}{space 1}    0.84{col 57}{space 3}0.402{col 65}{space 4}-11.81179{col 78}{space 3} 29.45895
{txt}{space 17}reagan {c |}{col 25}{res}{space 2} 12.50006{col 37}{space 2} 13.36276{col 48}{space 1}    0.94{col 57}{space 3}0.350{col 65}{space 4}-13.69047{col 78}{space 3} 38.69059
{txt}{space 16}ghwbush {c |}{col 25}{res}{space 2} 14.43334{col 37}{space 2} 12.71609{col 48}{space 1}    1.14{col 57}{space 3}0.256{col 65}{space 4}-10.48975{col 78}{space 3} 39.35642
{txt}{space 16}clinton {c |}{col 25}{res}{space 2} 8.354634{col 37}{space 2} 13.40376{col 48}{space 1}    0.62{col 57}{space 3}0.533{col 65}{space 4}-17.91626{col 78}{space 3} 34.62553
{txt}{space 17}gwbush {c |}{col 25}{res}{space 2} 13.04223{col 37}{space 2} 12.56769{col 48}{space 1}    1.04{col 57}{space 3}0.299{col 65}{space 4}-11.58999{col 78}{space 3} 37.67445
{txt}{space 18}_cons {c |}{col 25}{res}{space 2}-18.30784{col 37}{space 2} 17.61183{col 48}{space 1}   -1.04{col 57}{space 3}0.299{col 65}{space 4} -52.8264{col 78}{space 3} 16.21072
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res} 31.578907
                {txt}sigma_e {c |} {res} 47.321117
                    {txt}rho {c |} {res}  .3081176{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1195{col 25} -6426.61{col 37}-6277.066{col 48}   22{col 57} 12598.13{col 69} 12710.02
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. *
. test execreqgp + execreqgpasym = 0

{p 0 7}{space 1}{text:( 1)}{space 1} {res}execreqgp + execreqgpasym = 0{p_end}

{txt}{col 12}chi2(  1) ={res}   12.42
{txt}{col 10}Prob > chi2 =  {res}  0.0004
{txt}
{com}. 
. 
. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * MODEL (3.3c): EXTERNALLY-INDUCED PREFERENCE (EIP) PROPOSAL & INTERNALLY-INDUCED BUDGETARY PREFERENCES (IP), INCLUSION OF "CONTROL" COVARIATES IN SCP MODEL: INCLUSION OF ADMINISTRATION SPECIFIC TIME-WISE FIXED EFFECT DUMMIES (KENNEDY-JOHNSON BASELINE CAPTURED IN THE INTERCEPT) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. xtreg appgrowth eip eipasym ip ipasym asymmetric hdempctai sdempctai congelyr cpartmajchangecorrected asctha asciha lagbudgetgap ueratecong lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp nixonford carter reagan ghwbush clinton gwbush, fe vce(bootstrap, nodots bca reps(10000) seed(123))
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1195
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2288                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.0293                                        {txt}avg = {res}     37.3
{txt}       overall = {res}0.0254                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}24{txt})      = {res}        .
{txt}corr(u_i, Xb)  = {res}-0.9524                        {txt}Prob > chi2        =    {res}     .

{txt}{ralign 89:(Replications based on {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}   Observed{col 37}   Bootstrap{col 65}         Norm{col 78}al-based
{col 1}              appgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      z{col 57}   P>|z|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 20}eip {c |}{col 25}{res}{space 2} 6.227694{col 37}{space 2} 10.81629{col 48}{space 1}    0.58{col 57}{space 3}0.565{col 65}{space 4}-14.97185{col 78}{space 3} 27.42724
{txt}{space 16}eipasym {c |}{col 25}{res}{space 2} -.526607{col 37}{space 2} .3949968{col 48}{space 1}   -1.33{col 57}{space 3}0.182{col 65}{space 4}-1.300787{col 78}{space 3} .2475726
{txt}{space 21}ip {c |}{col 25}{res}{space 2} 1.284067{col 37}{space 2} .6670214{col 48}{space 1}    1.93{col 57}{space 3}0.054{col 65}{space 4}-.0232713{col 78}{space 3} 2.591404
{txt}{space 17}ipasym {c |}{col 25}{res}{space 2} 1.331347{col 37}{space 2} 1.091854{col 48}{space 1}    1.22{col 57}{space 3}0.223{col 65}{space 4}-.8086474{col 78}{space 3} 3.471342
{txt}{space 13}asymmetric {c |}{col 25}{res}{space 2} 26.34757{col 37}{space 2} 5.443161{col 48}{space 1}    4.84{col 57}{space 3}0.000{col 65}{space 4} 15.67917{col 78}{space 3} 37.01597
{txt}{space 14}hdempctai {c |}{col 25}{res}{space 2}-.5679652{col 37}{space 2} .6025835{col 48}{space 1}   -0.94{col 57}{space 3}0.346{col 65}{space 4}-1.749007{col 78}{space 3} .6130766
{txt}{space 14}sdempctai {c |}{col 25}{res}{space 2}-1.089574{col 37}{space 2}  2.76195{col 48}{space 1}   -0.39{col 57}{space 3}0.693{col 65}{space 4}-6.502897{col 78}{space 3} 4.323749
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2}-29.75922{col 37}{space 2} 71.31796{col 48}{space 1}   -0.42{col 57}{space 3}0.676{col 65}{space 4}-169.5399{col 78}{space 3} 110.0214
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2} 13.81868{col 37}{space 2} 33.48397{col 48}{space 1}    0.41{col 57}{space 3}0.680{col 65}{space 4} -51.8087{col 78}{space 3} 79.44606
{txt}{space 17}asctha {c |}{col 25}{res}{space 2} 4.004057{col 37}{space 2} 7.546515{col 48}{space 1}    0.53{col 57}{space 3}0.596{col 65}{space 4}-10.78684{col 78}{space 3} 18.79495
{txt}{space 17}asciha {c |}{col 25}{res}{space 2}-26.30029{col 37}{space 2} 56.68481{col 48}{space 1}   -0.46{col 57}{space 3}0.643{col 65}{space 4}-137.4005{col 78}{space 3} 84.79989
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2}-2.833281{col 37}{space 2} 4.568657{col 48}{space 1}   -0.62{col 57}{space 3}0.535{col 65}{space 4}-11.78768{col 78}{space 3} 6.121123
{txt}{space 13}ueratecong {c |}{col 25}{res}{space 2}-3.366417{col 37}{space 2}  3.05445{col 48}{space 1}   -1.10{col 57}{space 3}0.270{col 65}{space 4}-9.353029{col 78}{space 3} 2.620195
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2}-11.10465{col 37}{space 2} 19.22811{col 48}{space 1}   -0.58{col 57}{space 3}0.564{col 65}{space 4}-48.79106{col 78}{space 3} 26.58175
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2} 30.38773{col 37}{space 2}  54.7341{col 48}{space 1}    0.56{col 57}{space 3}0.579{col 65}{space 4}-76.88914{col 78}{space 3} 137.6646
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2} 16.85703{col 37}{space 2} 38.27712{col 48}{space 1}    0.44{col 57}{space 3}0.660{col 65}{space 4}-58.16476{col 78}{space 3} 91.87881
{txt}{space 20}grh {c |}{col 25}{res}{space 2} 17.33594{col 37}{space 2} 33.02556{col 48}{space 1}    0.52{col 57}{space 3}0.600{col 65}{space 4}-47.39297{col 78}{space 3} 82.06486
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2}  12.7264{col 37}{space 2}  26.1021{col 48}{space 1}    0.49{col 57}{space 3}0.626{col 65}{space 4}-38.43278{col 78}{space 3} 63.88559
{txt}{space 14}nixonford {c |}{col 25}{res}{space 2} 12.08616{col 37}{space 2} 7.432282{col 48}{space 1}    1.63{col 57}{space 3}0.104{col 65}{space 4} -2.48085{col 78}{space 3} 26.65316
{txt}{space 17}carter {c |}{col 25}{res}{space 2} 6.637628{col 37}{space 2} 9.329401{col 48}{space 1}    0.71{col 57}{space 3}0.477{col 65}{space 4}-11.64766{col 78}{space 3} 24.92292
{txt}{space 17}reagan {c |}{col 25}{res}{space 2} 7.929631{col 37}{space 2} 11.40877{col 48}{space 1}    0.70{col 57}{space 3}0.487{col 65}{space 4}-14.43114{col 78}{space 3}  30.2904
{txt}{space 16}ghwbush {c |}{col 25}{res}{space 2} 11.98708{col 37}{space 2} 11.30387{col 48}{space 1}    1.06{col 57}{space 3}0.289{col 65}{space 4}-10.16811{col 78}{space 3} 34.14227
{txt}{space 16}clinton {c |}{col 25}{res}{space 2} 5.868644{col 37}{space 2} 12.26152{col 48}{space 1}    0.48{col 57}{space 3}0.632{col 65}{space 4} -18.1635{col 78}{space 3} 29.90078
{txt}{space 17}gwbush {c |}{col 25}{res}{space 2} 11.37085{col 37}{space 2} 11.63086{col 48}{space 1}    0.98{col 57}{space 3}0.328{col 65}{space 4}-11.42522{col 78}{space 3} 34.16692
{txt}{space 18}_cons {c |}{col 25}{res}{space 2}-46.58987{col 37}{space 2} 81.68618{col 48}{space 1}   -0.57{col 57}{space 3}0.568{col 65}{space 4}-206.6918{col 78}{space 3} 113.5121
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res} 81.999785
                {txt}sigma_e {c |} {res} 47.138192
                    {txt}rho {c |} {res} .75161909{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1195{col 25} -6426.61{col 37}-6271.389{col 48}   24{col 57} 12590.78{col 69} 12712.84
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. *
. test ip + ipasym = 0

{p 0 7}{space 1}{text:( 1)}{space 1} {res}ip + ipasym = 0{p_end}

{txt}{col 12}chi2(  1) ={res}   13.14
{txt}{col 10}Prob > chi2 =  {res}  0.0003
{txt}
{com}. 
. test eip + eipasym = 0

{p 0 7}{space 1}{text:( 1)}{space 1} {res}eip + eipasym = 0{p_end}

{txt}{col 12}chi2(  1) ={res}    0.28
{txt}{col 10}Prob > chi2 =  {res}  0.5956
{txt}
{com}. 
. *
. 
. test ip = eip

{p 0 7}{space 1}{text:( 1)}{space 1}{space 1}{res}- eip + ip = 0{p_end}

{txt}{col 12}chi2(  1) ={res}    0.21
{txt}{col 10}Prob > chi2 =  {res}  0.6463
{txt}
{com}. 
. test ip + ipasym = eip + eipasym

{p 0 7}{space 1}{text:( 1)}{space 1}{space 1}{res}- eip - eipasym + ip + ipasym = 0{p_end}

{txt}{col 12}chi2(  1) ={res}    0.09
{txt}{col 10}Prob > chi2 =  {res}  0.7704
{txt}
{com}. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
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. ************************************************************************************************************************************************************************************************************************************** 
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. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
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. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. 
. 
. 
. 
. save "D:\Asymmetric Loss Project\New Version (2012)\Data Folder\policy priorities.restricted alternative EIP models.01-09-13.allvars.dta", replace
{txt}(note: file D:\Asymmetric Loss Project\New Version (2012)\Data Folder\policy priorities.restricted alternative EIP models.01-09-13.allvars.dta not found)
file D:\Asymmetric Loss Project\New Version (2012)\Data Folder\policy priorities.restricted alternative EIP models.01-09-13.allvars.dta saved

{com}. 
. log close
      {txt}name:  {res}<unnamed>
       {txt}log:  {res}D:\Asymmetric Loss Project\New Version (2012)\Data Folder\policy priorities.restricted alternative EIP models.01-09-13.smcl
  {txt}log type:  {res}smcl
 {txt}closed on:  {res}10 Jan 2013, 12:20:29
{txt}{.-}
{smcl}
{txt}{sf}{ul off}